For Plesk 12.0 and above there UI controls to specify domain's additional nginx/apache directives in "Web Server Settings":
For Plesk 11.5 you can add custom directive:
mkdir /usr/local/psa/admin/conf/templates/custom/domain
cp /usr/local/psa/admin/conf/templates/default/domain/nginxDomainVirtualHost.php /usr/local/psa/admin/conf/templates/custom/domain/
add in /usr/local/psa/admin/conf/templates/custom/domain/nginxDomainVirtualHost.php:
<?php if (file_exists($VAR->domain->physicalHosting->vhostDir . '/conf/nginx.conf')): ?> include <?php echo $VAR->domain->physicalHosting->vhostDir;?>/conf/nginx.conf; <?php endif ?>
/usr/local/psa/admin/bin/httpdmng --reconfigure-all # to apply new configuration for all domains
As result, if domain has conf/nginx.conf - it will be included into virtual host config.