We're seeing a lot of this on astro (and probably also pingu):

2011/05/17 19:44:38 [error] 11357#0: *383 upstream sent too big header while reading response header from upstream, ....

Which implies that a response header (e.g. Set-Cookie is a likely culprit) exceeds the nginx buffer size, which I /think/ is fastcgi_buffer_size (see http://wiki.nginx.org/HttpFcgiModule).