Конфиги:

#cat nginx.conf
user www-data;
worker_processes 1;

error_log /var/log/nginx/error.log;
pid /var/run/nginx.pid;

events {
worker_connections 1024;
}

http {
include /etc/nginx/mime.types;
default_type application/octet-stream;
server_names_hash_bucket_size 64;
access_log /var/log/nginx/access.log;

sendfile on;
#tcp_nopush on;

#keepalive_timeout 0;
keepalive_timeout 65;
tcp_nodelay on;

gzip on;
gzip_proxied any;
gzip_min_length 1100;
gzip_http_version 1.0;
gzip_buffers 4 8k;
gzip_comp_level 9;
gzip_types text/plain text/css application/x-javascript text/xml application/xml application/xml+rss text/javascript;

include /etc/nginx/conf.d/*.conf;
include /etc/nginx/sites-enabled/*;
}

#cat mysite.ru
server {
listen 80;
server_name mysite.ru www.mysite.ru en.mysite.ru;
access_log /var/log/nginx.access_log;
location ~* \.(jpg|jpeg|gif|png|css|zip|tgz|gz|rar|bz2|doc|xls|exe|pdf|ppt|tar|wav|bmp|rtf|swf|ico|flv|txt|xml|docx|xlsx)$ {
root /var/www/multisite/www/;
index index.html index.php;
access_log off;
expires 30d;
}
location ~ /\.ht {
deny all;
}
location / {
proxy_pass http://127.0.0.1:81/;
proxy_set_header X-Real-IP $remote_addr;
proxy_set_header X-Forwarded-for $remote_addr;
proxy_set_header Host $host;
proxy_connect_timeout 60;
proxy_send_timeout 90;
proxy_read_timeout 90;
proxy_redirect off;
proxy_set_header Connection close;
proxy_pass_header Content-Type;
proxy_pass_header Content-Disposition;
proxy_pass_header Content-Length;
}
}

Ну и ошибка nginx:
2010/03/15 15:08:37 [error] 2358#0: *595 open() "/var/www/multisite/www/sitemap.xml" failed (2: No such file or directory), client: 91.210.4.1, server: mysite.ru, request: "GET /sitemap.xml HTTP/1.0", host: "mysite.ru", referrer: "http://mysite.ru/admin/settings/xmlsitemap"

Убрал xml из списка, заработало, как и предполагалось.
Спасибо за помощь!