主要检查以下代码：

 location /{#Redirect everything that isn't a real file to index.phptry_files $uri $uri/ /index.php?$args;
}

完整代码：

server {charset utf-8;client_max_body_size 128M;listen80; ## listen for ipv4#listen [::]:80 default_server ipv6only=on; ## listen for ipv6
server_name mysite.local;root/path/to/basic/web;index       index.php;access_log/path/to/basic/log/access.log;error_log   /path/to/basic/log/error.log;location/{#Redirect everything that isn't a real file to index.phptry_files $uri $uri/ /index.php?$args;}#uncomment to avoid processing of calls to non-existing static files by Yii#location ~ \.(js|css|png|jpg|gif|swf|ico|pdf|mov|fla|zip|rar)$ {#try_files $uri =404;#}#error_page 404 /404.html;
location~ \.php$ {includefastcgi_params;fastcgi_param SCRIPT_FILENAME$document_root/$fastcgi_script_name;fastcgi_pass127.0.0.1:9000;#fastcgi_pass unix:/var/run/php5-fpm.sock;try_files $uri =404;}location~ /\.(ht|svn|git) {deny all;}
}

参考：http://www.yiiframework.com/doc-2.0/guide-start-installation.html#configuring-web-servers

来源：http://www.getyii.com/topic/31