The only feature I miss from Apache is being able to use .htaccess.
.htaccess made sense in the world of spaghetti code CGI/PHP scripts running on shared servers, in the world of app frameworks like Rails and Django that stuff (redirection, authentication, etc.) is better handled in the application.
The only cases .htaccess is useful in modern app development is for requests for static assets you don't want routed through the app (images, javascript, etc). Say you want to change MIME types of perhaps the content-disposition. But even in those cases, usually that should be documented as something to enable in the global server config, for two reasons: 1.) .htaccess needs to be checked each request for changes, slowing down your server 2.) you can't just assume .htaccess works, so the administrator needs to be aware of whats going on, in which case they may as well just put it in the global config. Unless your own a shared host like Dreamhost, in which case, yes, .htaccess is very useful.
You can also setup nginx for Basic Authentication with NginxHttpAuthBasicModule - http://wiki.nginx.org/NginxHttpAuthBasicModule