Google came up pretty empty about this and I could not find anything in the documentation, so I thoguht I'd drop it here real quick: It looks like the gzip_types config directive supports globbing, so instead of keeping an enormous list of mime-types to be compressed, you can do something like gzip_types text/*; in order to deliver all textual content in compressed form.
A small c&p-ready snippet from my config:
gzip on;
gzip_comp_level 6;
gzip_types text/*
application/*+xml
image/x-icon
application/x-javascript;
gzip_disable "msie6";
gzip_vary on;
This has been tested and verified to work with nginx 0.8 and 1.0. I think it is safe to assume later versions of nginx support this as well.