You can use nginx’s rewrite directive to implement that:

rewrite ^/([0-9]{4})/([0-9]{2})/([^/]+).html$ http://mywpsite.com/$3 permanent;

I added the code inside the server block but getting error.

nginx -t

nginx: [emerg] directive “rewrite” is not terminated by “;” in /etc/nginx/sites-enabled/wordpress:67

Although, the semi-colon is placed in the code above.

Here it is: http://tny.cz/efcffa7f

The Nginx rewrite docs state:

Note: for curly braces( { and } ), as they are used both in regexes and for block control, to avoid conflicts, regexes with curly braces are to be enclosed with double quotes (or single quotes).

So try,

rewrite "^/([0-9]{4})/([0-9]{2})/([^/]+).html$" http://mywpsite.com/$3 permanent;

The solution above worked partially.

Example:-

http://mywpsite.com/2011/08/one-of-my-post-link.html -> http://mywpsite.com/one-of-my-post-link/ (Success)
http://www.mywpsite.com/2011/08/one-of-my-post-link.html -> http://www.anotherdomain.com/2011/08/one-of-my-post-link.html (failure)