GeoIP for configuration into nginx

root@ip-10-112-39-42:~# apt-cache search geoip
....
libgeoip-dev - Development files for the GeoIP library
....
root@ip-10-112-39-42:~# apt-get install libgeoip-dev

For Centos/RedHat and other yum-based:

yum provides geoip-devel

In my case it is in epel repo.