Adding and using header (HTTP) in nginx

You can use upstream headers (named starting with $http_) and additional custom headers. For example:

add_header X-Upstream-01 $http_x_upstream_01;
add_header X-Hdr-01  txt01;

next, go to console and make request with user's header:

curl -H "X-Upstream-01: HEADER1" -I http://localhost:11443/

the response contains X-Hdr-01, seted by server and X-Upstream-01, seted by client:

HTTP/1.1 200 OK
Server: nginx/1.8.0
Date: Mon, 30 Nov 2015 23:54:30 GMT
Content-Type: text/html;charset=UTF-8
Connection: keep-alive
X-Hdr-01: txt01
X-Upstream-01: HEADER1

To add a header just add the following code to the location block where you want to add the header:

location some-location {
  add_header X-my-header my-header-content;      
}

Obviously, replace the x-my-header and my-header-content with what you want to add. And that's all there is to it.