Use try_files em vez de index:
server {
listen 80;
root /projects/mydomain/;
try_files $uri $uri/index.php $uri/index.html $uri/index.htm =404;
server_name mydomain.gr;
location ~ \.php$ {
fastcgi_pass unix:/var/run/php5-fpm.sock;
fastcgi_index index.php;
fastcgi_param SCRIPT_FILENAME $document_root$fastcgi_script_name;
include fastcgi_params;
}
}