The only out-of-box thing I sometimes miss, is "try-files-first" -- but I'll also say it probably is a bit of an anti-pattern (just have static files under another path/sub-domain - etc).
But it is something that nginx does have. That, and maybe some kind of "x-send-file" acelleration/support.
Ed: this is odd, I could've sworn it wasn't that long ago I looked for and even discussed try-files-first for v2 - but apparently it exists?