As previously mentioned there, the documentation for this (very important) command is quite hard to understand and was in need of attention. So, after much re-reading and using Google translate on the Russian docs, I think I understood it and completely rewrote that section. I would appreciate it if Igor and the other nginx team members could review it to make sure it is correct.

Igor's example will work but I might recommend folding it into a single regex so you only have a single location block to configure, e.g.:

location ~* "^(securedir|2ndsecuredir|3rdsecuredir)|\.(css|gif|jpe?g|bmp|js|inc)$" { }

This is slower than using the non-regex versions like Igor did but for me the convenience of a shorter configuration file outweighs the performance hit of a regex call... besides, the regex was going to be called anyway unless you use ^~ (see the docs :) ).