location /protected/data/ {
    internal;
    alias /path/to/data/files/;
}

location /download.php$ {
    fastcgi_pass  unix:/var/run/php-fpm/php-fpm.sock;
    fastcgi_param SCRIPT_FILENAME /scripts/download.php;
    fastcgi_param PHP_AUTH_USER $remote_user;
    fastcgi_param PHP_AUTH_PW $http_authorization;
    include fastcgi_params;
}

function authenticate() {
    // I'm watching you.
    error_log("authreq: " . $_SERVER['REMOTE_ADDR']);
    // mark that we're seeing the login box.
    $_SESSION['AUTH'] = 1;
    // browser shows login box
    Header("WWW-Authenticate: Basic realm=LDAP credentials.");
    Header("HTTP/1.0 401 Unauthorized");
    die('Unauthorized.');
}

function forbidden() {
    error_log("forbidden: " . $_SERVER['REMOTE_ADDR'] . ', user: ' . $_SERVER['PHP_AUTH_USER']);
    // avoid brute force attacks
    sleep(rand(0, 3));
    // re-display login form
    session_destroy();
    // don't give too much info (e.g. user does not exist / password is wrong)
    Header("HTTP/1.0 403 Forbidden");
    // yes I did put the same message.
    die('Unauthorized.');
}

function ldap_auth() {
    $ldap_server = 'ldap://ldap.example.com/';
    $ldap_domain = 'dc=example,dc=com';
    $ldap_userbase = 'ou=Users,' . $ldap_domain;
    $ldap_user = 'uid=' . $_SERVER['PHP_AUTH_USER'] . ',' . $ldap_userbase;
    $ldap_pass = $_SERVER['PHP_AUTH_PW'];

    // connect to ldap server
    $ldapconn = ldap_connect($ldap_server)
        or die("Could not connect to LDAP server.");
    ldap_set_option($ldapconn, LDAP_OPT_PROTOCOL_VERSION, 3) ;
    if ($ldapconn) {
        // try to bind/authenticate against ldap
        $ldapbind = @ldap_bind($ldapconn, $ldap_user, $ldap_pass) || forbidden();
        // "LDAP bind successful...";
        error_log("success: " . $_SERVER['REMOTE_ADDR'] . ', user: ' . $_SERVER['PHP_AUTH_USER']);
    }
    ldap_close($ldapconn);
}

if (@$_SESSION['AUTH'] != 1) {
    authenticate();
}

if (empty($_SERVER['PHP_AUTH_USER'])) {
    authenticate();
}

// check credentials on each access
ldap_auth();

// Get requested file name
// you can use the query string or a parameter
// or the full request uri if you like.
$path = $_GET["path"];

error_log("serving: " . $_SERVER['REMOTE_ADDR'] . ', user: ' . $_SERVER['PHP_AUTH_USER'] . ', path: ' . $path);

header("Content-Type: ", true);
header("X-Accel-Redirect: /protected" . $path);

location /protected/data/ {
    internal;
    autoindex on;
    alias /path/to/data/files/;
}

location /data/ {
    fastcgi_pass  unix:/var/run/php-fpm/php-fpm.sock;
    fastcgi_param SCRIPT_FILENAME /scripts/auth.php;
    fastcgi_param PHP_AUTH_USER $remote_user;
    fastcgi_param PHP_AUTH_PW $http_authorization;
    include fastcgi_params;
}

// Get requested file name
$path = $_SERVER["REQUEST_URI"];
error_log("serving: " . $_SERVER['REMOTE_ADDR'] . ', user: ' . $_SERVER['PHP_AUTH_USER'] . ', path: ' . $path);
header("Content-Type: ", true);
header("X-Accel-Redirect: /protected" . $path);