Emiller's Guide to Nginx Module Development: http://emiller.info/nginx-modules-guide.html

Emiller's Advanced Topics In Nginx Module Development: http://www.evanmiller.org/nginx-modules-guide-advanced.html

There already exists an nginx module that talks to redis, it just does basic gets and doesn't support the entire redis protocol but it's a Start. Sorry don't have a link handy and I'm on my iPhone, a kittle google juice will find it for you.

Evan Miller's guide (already linked above) is great. But be prepared to dig into the Nginx code. Most things aren't documented, however, at least in my opinion, it has some of the cleanest large scale C code around. So, don't be scared to dig in.

Never used it, but there seems to be a module for doing so - http://wiki.nginx.org/Nginx3rdPartyModules#HTTP_Redis_Module

First thing I'd check out is the memcached module http://wiki.nginx.org/NginxHttpMemcachedModule

Would be a cool way to get Redis asynchronously serving requests for Tornado.