参考如下配置：

server {
listen 80;
server_name _;
charset utf-8,gbk;
#access_log logs/host.access.log main;
location / {
root /usr/share/nginx/html;
index index.html index.htm;
}
error_page 404 /404.html;
location = /404.html {
rewrite ^(.*) http://www.xxx.com ;
}
}

location / {
root /var/www/a.com
if (!-e $request_filename) {
proxy_pass http://b.com ;
proxy_store on;
proxy_temp_path /var/www/a.com;
}
}