É possível resolver esse problema usando a alias
directive:
location ^~ /blog {
alias /var/www/mysite/wordpress;
index index.php;
try_files $uri $uri/ /blog/index.php?q=$uri&$args;
location ~ \.php$ {
fastcgi_pass 127.0.0.1:9000;
include fastcgi_params;
fastcgi_split_path_info ^(?:\/blog)(.+\.php)(.*);
fastcgi_param SCRIPT_FILENAME $document_root$fastcgi_script_name;
}
}