Maybe you removed the /etc/nginx directory or you messed around with it, how can you recreate it?
To recreate it, first uninstall using purge to remove even configuration files and records:
sudo apt-get purge nginx nginx-common nginx-full
then reinstall:
sudo apt-get install nginx
If above doesn't work for you, you can also try using --force-confmiss
option of dpkg.
sudo dpkg --force-confmiss -i /var/cache/apt/archives/nginx-common_*.deb
Borrowed from stackoverflow