Nginx configuration file example for Sendy (http://sendy.co/).

sendy-server

server {
    listen 80;
    listen [::]:80;

    server_name domain.com;

    autoindex off;
    index index.php index.html;

    root /srv/www/domain.com/public;
    access_log /srv/www/domain.com/logs/access.log;
    error_log /srv/www/domain.com/logs/error.log;

    location / {
        try_files $uri $uri/ $uri.php?$args;
    }

    location /l/ {
        rewrite ^/l/([a-zA-Z0-9/]+)$ /l.php?i=$1 last;
    }

    location /t/ {
        rewrite ^/t/([a-zA-Z0-9/]+)$ /t.php?i=$1 last;
    }

    location /w/ {
        rewrite ^/w/([a-zA-Z0-9/]+)$ /w.php?i=$1 last;
    }

    location /unsubscribe/ {
        rewrite ^/unsubscribe/(.*)$ /unsubscribe.php?i=$1 last;
    }

    location /subscribe/ {
        rewrite ^/subscribe/(.*)$ /subscribe.php?i=$1 last;
    }

    location ~ \.php$ {
        try_files $uri =404;
        fastcgi_split_path_info ^(.+\.php)(/.+)$;
        fastcgi_pass unix:/var/run/php5-fpm.sock;
        fastcgi_index index.php;
        include fastcgi_params;
    }

    location ~* ^.+.(jpg|jpeg|gif|css|png|js|ico|xml)$ {
        access_log off;
        log_not_found off;
        expires 30d;
    }
}

Thanks to everyone who contributed to this.
For anyone that is hosting in Azure App Service for Linux which uses nginx,
What I would advise is to first copy the original nginx file and then edit it based on the config above.

First:
cp /etc/nginx/sites-available/default /home/site/default
The above will copy the default file from the etc/nginx/sites-available to your deployment folder.
For example, this is what I got:

server {
    #proxy_cache cache;
	#proxy_cache_valid 200 1s;
    listen 8080;
    listen [::]:8080;
    root /home/site/wwwroot;
    index  index.php index.html index.htm;
    server_name  example.com www.example.com; 
    port_in_redirect off;

    location / {            
        index  index.php index.html index.htm hostingstart.html;
    }

    # redirect server error pages to the static page /50x.html
    #
    error_page   500 502 503 504  /50x.html;
    location = /50x.html {
        root   /html/;
    }
    
    # Disable .git directory
    location ~ /\.git {
        deny all;
        access_log off;
        log_not_found off;
    }

    # Add locations of phpmyadmin here.
    location ~* [^/]\.php(/|$) {
        fastcgi_split_path_info ^(.+?\.[Pp][Hh][Pp])(|/.*)$;
        fastcgi_pass 127.0.0.1:9000;
        include fastcgi_params;
        fastcgi_param HTTP_PROXY "";
        fastcgi_param SCRIPT_FILENAME $document_root$fastcgi_script_name;
        fastcgi_param PATH_INFO $fastcgi_path_info;
        fastcgi_param QUERY_STRING $query_string;
        fastcgi_intercept_errors on;
        fastcgi_connect_timeout         300; 
        fastcgi_send_timeout           3600; 
        fastcgi_read_timeout           3600;
        fastcgi_buffer_size 128k;
        fastcgi_buffers 4 256k;
        fastcgi_busy_buffers_size 256k;
        fastcgi_temp_file_write_size 256k;
    }
}

Then we can edit it based on the config shared above.
*Note, the main location / ... should include what you had from the original file. I went through pain because of this.

Also, the config for location ~* [^/]\.php(/|$) {.... should be kept
Final config is:

server {
    #proxy_cache cache;
	#proxy_cache_valid 200 1s;
    listen 8080;
    listen [::]:8080;
    root /home/site/wwwroot;
    index  index.php index.html index.htm;
    server_name www.example.com;
    autoindex off;

    port_in_redirect off;

    location / {            
        index  index.php index.html index.htm hostingstart.html;  #make sure to include this
        try_files $uri $uri/ $uri.html $uri.php$is_args$query_string;
    }

    location /l/ {
        rewrite ^/l/([a-zA-Z0-9/]+)$ /l.php?i=$1 last;
    }

    location /t/ {
        rewrite ^/t/([a-zA-Z0-9/]+)$ /t.php?i=$1 last;
    }

    location /w/ {
        rewrite ^/w/([a-zA-Z0-9/]+)$ /w.php?i=$1 last;
    }

    location /unsubscribe/ {
        rewrite ^/unsubscribe/(.*)$ /unsubscribe.php?i=$1 last;
    }

    location /subscribe/ {
        rewrite ^/subscribe/(.*)$ /subscribe.php?i=$1 last;
    }

    location /confirm/ {
        rewrite ^/confirm/(.*)$ /confirm.php?i=$1 last;
    }

    # redirect server error pages to the static page /50x.html
    #
    error_page   500 502 503 504  /50x.html;
    location = /50x.html {
        root   /html/;
    }
    
    # Disable .git directory
    location ~ /\.git {
        deny all;
        access_log off;
        log_not_found off;
    }

    # Did not replace this
    location ~* [^/]\.php(/|$) {
        fastcgi_split_path_info ^(.+?\.[Pp][Hh][Pp])(|/.*)$;
        fastcgi_pass 127.0.0.1:9000;
        include fastcgi_params;
        fastcgi_param HTTP_PROXY "";
        fastcgi_param SCRIPT_FILENAME $document_root$fastcgi_script_name;
        fastcgi_param PATH_INFO $fastcgi_path_info;
        fastcgi_param QUERY_STRING $query_string;
        fastcgi_index index.php;
        fastcgi_intercept_errors on;
        fastcgi_connect_timeout         300; 
        fastcgi_send_timeout           3600; 
        fastcgi_read_timeout           3600;
        fastcgi_buffer_size 128k;
        fastcgi_buffers 4 256k;
        fastcgi_busy_buffers_size 256k;
        fastcgi_temp_file_write_size 256k;
    }

    location ~* ^.+\.(jpg|jpeg|gif|css|png|js|ico|xml)$ {
        access_log off;
        log_not_found off;
        expires 30d;
    }
}

Then run cp /home/site/default /etc/nginx/sites-available/default && service nginx restart via SSH

And also add cp /home/site/default /etc/nginx/sites-available/default && service nginx restart in the Startup Command under Configuration in your Azure Portal

You do realise this is extremely bad practice as you are exposing your http configuration to the world by placing it in your www root directory?

You do realise this is extremely bad practice as you are exposing your http configuration to the world by placing it in your www root directory?

Thanks for catching this!. Not sure how the files are served in nginx.

Moved it to a different folder.