I've just finished a draft of a "Guide to Nginx Module Development":

http://www.riceonfire.org/emiller/nginx-modules-guide.html

It explains how modules fit into Nginx's request cycle, covers the nuts and bolts of module code with many examples, and tells you how to distribute a module without needing to patch the Nginx source. That is, it has everything you need to know in order to create an Nginx module. I'm not aware of a similar document.

As part of this effort, I've also set up a LXR for the Nginx code:

http://www.riceonfire.org/lxr/http/source/

A LXR is a cross-referencing tool so you can search for identifiers and follow variable and function names back to their declarations. I found it to be invaluable in trying to understand the Nginx source.

Please let me know if you have comments about the guide or the LXR.