I set LOGIN_URL like this in settings.py:

LOGIN_URL = '/login/'

and in urls.py I and this URLConf:

(r'^$', 'agent.index.redirect'),
(r'^login/$', 'django.contrib.auth.views.login', {'template_name':'login.html'}),

and the agent.index.redirect view is like this:

@login_required
def redirect(request):
    ...

and I run my Django site like this:

python manage.py runfcgi host=127.0.0.1 port=8090 --settings=settings

the nginx.conf is like this:

user nobody nobody;
worker_processes  5;
#error_log /var/log/nginx/error_log info;

events {
    worker_connections  1024;
    use epoll;
}

http {
    include         mime.types;
    default_type    application/octet-stream;

    log_format main
        '$remote_addr - $remote_user [$time_local] '
        '"$request" $status $bytes_sent '
        '"$http_referer" "$http_user_agent" '
        '"$gzip_ratio"';

    client_header_timeout   10m;
    client_body_timeout     10m;
    send_timeout            10m;

    connection_pool_size            256;
    client_header_buffer_size       1k;
    large_client_header_buffers     4 2k;
    request_pool_size               4k;

    gzip on;
    gzip_min_length 1100;
    gzip_buffers    4 8k;
    gzip_types      text/plain;

    output_buffers  1 32k;
    postpone_output 1460;

    sendfile        on;
    tcp_nopush      on;
    tcp_nodelay     on;

    keepalive_timeout       75 20;

    ignore_invalid_headers  on;
    index index.html;

    server {
        listen 80;
        server_name localhost;
        root /web/agent;

        location /static  {
            alias /web/agent/media;
            access_log   off;
            expires      30d;
        }

        location /media  {
            alias /web/agent/admin_media;
            access_log   off;
            expires      30d;
        }

        location / {
            # host and port to fastcgi server
            fastcgi_pass 127.0.0.1:8090;
            fastcgi_param PATH_INFO $fastcgi_script_name;
            fastcgi_param REQUEST_METHOD $request_method;
            fastcgi_param QUERY_STRING $query_string;
            fastcgi_param CONTENT_TYPE $content_type;
            fastcgi_param CONTENT_LENGTH $content_length;
            fastcgi_pass_header Authorization;
            fastcgi_param  SCRIPT_NAME        $fastcgi_script_name;
            fastcgi_param  REQUEST_URI        $request_uri;
            fastcgi_param  DOCUMENT_URI       $document_uri;
            fastcgi_param  DOCUMENT_ROOT      $document_root;
            fastcgi_param  SERVER_PROTOCOL    $server_protocol;
            fastcgi_param  HTTPS              $https if_not_empty;
            fastcgi_param  GATEWAY_INTERFACE  CGI/1.1;
            fastcgi_param  SERVER_SOFTWARE    nginx/$nginx_version;
            fastcgi_param  REMOTE_ADDR        $remote_addr;
            fastcgi_param  REMOTE_PORT        $remote_port;
            fastcgi_param  SERVER_ADDR        $server_addr;
            fastcgi_param  SERVER_PORT        $server_port;
            fastcgi_param  SERVER_NAME        $server_name;
            fastcgi_connect_timeout 30s;
            fastcgi_send_timeout 30s;
            fastcgi_read_timeout 30s;
            fastcgi_buffer_size 128k;
            fastcgi_buffers 8 128k;#8 128
            fastcgi_busy_buffers_size 256k;
            fastcgi_temp_file_write_size 256k;
            fastcgi_intercept_errors on;
        }
        #access_log     /usr/local/nginx/logs/access_log main;
        #error_log      /usr/local/nginx/logs/error_log;
    }
}

When I access [http://localhost], there's a redirect loop. And the access.log of nginx is like this:

127.0.0.1 - - [28/Feb/2013:18:13:51 +0800] "GET / HTTP/1.1" 302 5 "-" "Mozilla/5.0 (X11; Linux i686; rv:17.0) Gecko/20130220 Firefox/17.0"
127.0.0.1 - - [28/Feb/2013:18:13:51 +0800] "GET /login/?next=// HTTP/1.1" 302 5 "-" "Mozilla/5.0 (X11; Linux i686; rv:17.0) Gecko/20130220 Firefox/17.0"
127.0.0.1 - - [28/Feb/2013:18:13:51 +0800] "GET /login/?next=/login//%3Fnext%3D// HTTP/1.1" 302 5 "-" "Mozilla/5.0 (X11; Linux i686; rv:17.0) Gecko/20130220 Firefox/17.0"
127.0.0.1 - - [28/Feb/2013:18:13:51 +0800] "GET /login/?next=/login//%3Fnext%3D/login//%253Fnext%253D// HTTP/1.1" 302 5 "-" "Mozilla/5.0 (X11; Linux i686; rv:17.0) Gecko/20130220 Firefox/17.0"
127.0.0.1 - - [28/Feb/2013:18:13:51 +0800] "GET /login/?next=/login//%3Fnext%3D/login//%253Fnext%253D/login//%25253Fnext%25253D// HTTP/1.1" 302 5 "-" "Mozilla/5.0 (X11; Linux i686; rv:17.0) Gecko/20130220 Firefox/17.0"
...and so on.

Can anyone help to solve this problem?

Aha, the reason is:

Django uses PATH_INFO to match against urlpatterns. Nginx’s fastcgi_params include doesn’t set that. It does set SCRIPT_NAME. If both PATH_INFO and SCRIPT_NAME are set to $fastcgi_script_name, Django seems to get an empty path for all requests. Just set PATH_INFO!

See more at http://aftnn.org/2009/jan/23/nginx-django-fastcgi/.

So solution is just removing this line:fastcgi_param SCRIPT_NAME $fastcgi_script_name;
Thank @Alasdair very mach.