Error Description: 0 on Nginx with Drupal and Secure Pages

A curious error message popped up after I moved my Drupal sites to Nginx. It would only happen on AJAX type changes, but not all of them. I first noticed it when I went to change the author of a node. Then when I tried to change a View I received this error message. After checking the logs on Nginx and watching what happens using Firebug’s Net panel, it occurred to me that Drupal was making an HTTP “OPTIONS” request.