On Debian systems, after installing nginx, smokeping, and fcgiwrap:

    location = /smokeping/ { 
        include     fastcgi_params;
        fastcgi_param   SCRIPT_FILENAME /usr/share/smokeping/smokeping.cgi; 
        fastcgi_pass    unix:/run/fcgiwrap.socket;
    }

    location /smokeping/ {
        alias /usr/share/smokeping/www/;
    }