Useful trick here is to add a custom header for each of the sections, like so:

server {
add_header X-My-Debug-Header-01 srv;
listen 80 default_server;

location ~ test\.php$ {
add_header X-My-Debug-Header-02 loc-test-php;
try_files $uri =404;
fastcgi_pass unix:/var/run/php5-fpm.sock;
include fastcgi_params;
}

location /pictures {
add_header X-My-Debug-Header-03 loc-pictures;
alias /usr/share/nginx/html;
index index.php index.html index.htm;
}

}

Now, for each section match, there will be a convenient header which can be viewed with e.g. wget --server-response (wget -S) or curl --head (curl -I).

Caveats: the Firefox LiveHTTPHeaders plugin doesn’t seem to show non standard headers. Also, when nginx serves a 40x or 50x, the custom header tends not to get served.