Hi. I installed a fresh install on my test vps. Installed CentOS 5.6. And:

Name : php-fpm
Arch : x86_64
Version : 5.3.6
Release : 3.el5.art
Size : 3.3 M
Repo : installed

Name : mysql-server
Arch : x86_64
Version : 5.1.58
Release : 1.el5.art
Size : 26 M
Repo : installed

Name : nginx
Arch : x86_64
Version : 1.0.0
Release : 1.el5.art
Size : 960 k
Repo : installed

After that, created a website, deployed wp 3.2.1 and created the needed db on mysql.

The installation goes well, changed the owner of the website folder soo nginx and php-fpm can make changes. All goes well until it needs to read a external file. Like a RSS. Wordpress goes and in the plugin manager, when I try to find themes it displays:

An Unexpected HTTP Error occurred during the API request.

On the Dashboard, the same: RSS Error: WP HTTP Error: Couldn't resolve host 'wordpress.org'.

Did ping wordpress.org, download.wordpress.org. Check on the dns. Added 8.8.8.8 and 8.8.4.4. I can wget any file. I did remember having a error trying to rpm import the pgp signature to install webmin. Fixed with doing a wget to the file and rpm import the file locally.

I also check this in php.ini:

allow_url_fopen = On
allow_url_include = On

This is the log of installed programs by yum. IPTables is fully open. Allowing incomings, forwards and outgoing traffic.

Jul 19 03:25:06 Installed: libgcc-4.1.2-50.el5.x86_64
Jul 19 03:25:06 Installed: setup-2.5.58-7.el5.noarch
Jul 19 03:25:08 Installed: filesystem-2.4.0-3.el5.centos.x86_64
Jul 19 03:25:08 Installed: basesystem-8.0-5.1.1.el5.centos.noarch
Jul 19 03:25:08 Installed: nash-5.1.19.6-68.el5_6.1.x86_64
Jul 19 03:25:08 Installed: centos-release-notes-5.6-0.x86_64
Jul 19 03:25:08 Installed: 1:termcap-5.5-1.20060701.1.noarch
Jul 19 03:25:09 Installed: cracklib-dicts-2.8.9-3.3.x86_64
Jul 19 03:25:09 Installed: tzdata-2011g-1.el5.x86_64
Jul 19 03:25:16 Installed: glibc-common-2.5-58.el5_6.4.x86_64
Jul 19 03:25:19 Installed: glibc-2.5-58.el5_6.4.x86_64
Jul 19 03:25:19 Installed: zlib-1.2.3-3.x86_64
Jul 19 03:25:19 Installed: 3:mktemp-1.5-23.2.2.x86_64
Jul 19 03:25:20 Installed: chkconfig-1.3.30.2-2.el5.x86_64
Jul 19 03:25:20 Installed: popt-1.10.2.3-22.el5.x86_64
Jul 19 03:25:20 Installed: glib2-2.12.3-4.el5_3.1.x86_64
Jul 19 03:25:21 Installed: bzip2-libs-1.0.3-6.el5_5.x86_64
Jul 19 03:25:22 Installed: audit-libs-1.7.18-2.el5.x86_64
Jul 19 03:25:22 Installed: elfutils-libelf-0.137-3.el5.x86_64
Jul 19 03:25:22 Installed: libtermcap-2.0.8-46.1.x86_64
Jul 19 03:25:23 Installed: bash-3.2-24.el5.x86_64
Jul 19 03:25:24 Installed: ncurses-5.5-24.20060715.x86_64
Jul 19 03:25:24 Installed: info-4.8-14.el5.x86_64
Jul 19 03:25:24 Installed: libsepol-1.15.2-3.el5.x86_64
Jul 19 03:25:24 Installed: nspr-4.8.6-1.el5_5.x86_64
Jul 19 03:25:25 Installed: nss-3.12.8-4.el5_6.x86_64
Jul 19 03:25:25 Installed: readline-5.1-3.el5.x86_64
Jul 19 03:25:25 Installed: sqlite-3.3.6-5.x86_64
Jul 19 03:25:25 Installed: sed-4.1.5-8.el5.x86_64
Jul 19 03:25:26 Installed: libstdc++-4.1.2-50.el5.x86_64
Jul 19 03:25:26 Installed: db4-4.3.29-10.el5_5.2.x86_64
Jul 19 03:25:26 Installed: expat-1.95.8-8.3.el5_5.3.x86_64
Jul 19 03:25:26 Installed: libattr-2.4.32-1.1.x86_64
Jul 19 03:25:26 Installed: libacl-2.2.39-6.el5.x86_64
Jul 19 03:25:27 Installed: iproute-2.6.18-11.el5.x86_64
Jul 19 03:25:27 Installed: pcre-6.6-6.el5_6.1.x86_64
Jul 19 03:25:27 Installed: grep-2.5.1-55.el5.x86_64
Jul 19 03:25:27 Installed: hmaccalc-0.9.6-3.el5.x86_64
Jul 19 03:25:27 Installed: binutils-2.17.50.0.6-14.el5.x86_64
Jul 19 03:25:28 Installed: gawk-3.1.5-14.el5.x86_64
Jul 19 03:25:28 Installed: cpio-2.6-23.el5_4.1.x86_64
Jul 19 03:25:28 Installed: procps-3.2.7-16.el5.x86_64
Jul 19 03:25:28 Installed: less-436-7.el5.x86_64
Jul 19 03:25:28 Installed: gzip-1.3.5-11.el5.centos.1.x86_64
Jul 19 03:25:28 Installed: libxml2-2.6.26-2.1.2.8.el5_5.1.x86_64
Jul 19 03:25:29 Installed: iputils-20020927-46.el5.x86_64
Jul 19 03:25:29 Installed: sgpio-1.2.0_10-2.el5.x86_64
Jul 19 03:25:29 Installed: libsysfs-2.0.0-6.x86_64
Jul 19 03:25:29 Installed: gdbm-1.8.0-26.2.1.el5_6.1.x86_64
Jul 19 03:25:29 Installed: mingetty-1.07-5.2.2.x86_64
Jul 19 03:25:29 Installed: cyrus-sasl-lib-2.1.22-5.el5_4.3.x86_64
Jul 19 03:25:29 Installed: libcap-1.10-26.x86_64
Jul 19 03:25:29 Installed: ethtool-6-4.el5.x86_64
Jul 19 03:25:29 Installed: keyutils-libs-1.2-1.el5.x86_64
Jul 19 03:25:30 Installed: crontabs-1.10-8.noarch
Jul 19 03:25:30 Installed: 10:centos-release-5-6.el5.centos.1.x86_64
Jul 19 03:25:30 Installed: nano-1.3.12-1.1.x86_64
Jul 19 03:25:30 Installed: libselinux-1.33.4-5.7.el5.x86_64
Jul 19 03:25:30 Installed: device-mapper-1.02.55-2.el5.x86_64
Jul 19 03:25:30 Installed: 2:shadow-utils-4.0.17-18.el5_6.1.x86_64
Jul 19 03:25:31 Installed: e2fsprogs-libs-1.39-23.el5_5.1.x86_64
Jul 19 03:25:32 Installed: kpartx-0.4.7-42.el5_6.3.x86_64
Jul 19 03:25:33 Installed: e2fsprogs-1.39-23.el5_5.1.x86_64
Jul 19 03:25:34 Installed: libutempter-1.1.4-4.el5.x86_64
Jul 19 03:25:35 Installed: rpm-libs-4.4.2.3-22.el5.x86_64
Jul 19 03:25:37 Installed: 1:findutils-4.2.27-6.el5.x86_64
Jul 19 03:25:38 Installed: logrotate-3.7.4-9.el5_5.2.x86_64
Jul 19 03:25:39 Installed: device-mapper-multipath-0.4.7-42.el5_6.3.x86_64
Jul 19 03:25:40 Installed: MAKEDEV-3.23-1.2.x86_64
Jul 19 03:25:40 Installed: device-mapper-event-1.02.55-2.el5.x86_64
Jul 19 03:25:42 Installed: lvm2-2.02.74-5.el5_6.1.x86_64
Jul 19 03:25:43 Installed: net-tools-1.60-81.el5.x86_64
Jul 19 03:25:43 Installed: 2:tar-1.15.1-30.el5.x86_64
Jul 19 03:25:44 Installed: psmisc-22.2-7.el5_6.2.x86_64
Jul 19 03:25:44 Installed: joe-3.4-3.x86_64
Jul 19 03:25:44 Installed: coreutils-5.97-23.el5_6.4.x86_64
Jul 19 03:25:44 Installed: python-2.4.3-44.el5.x86_64
Jul 19 03:25:45 Installed: pam-0.99.6.2-6.el5_5.2.x86_64
Jul 19 03:25:45 Installed: openssl-0.9.8e-12.el5_5.7.x86_64
Jul 19 03:25:45 Installed: udev-095-14.24.el5.x86_64
Jul 19 03:25:46 Installed: rpm-4.4.2.3-22.el5.x86_64
Jul 19 03:25:46 Installed: util-linux-2.13-0.56.el5.x86_64
Jul 19 03:25:46 Installed: dmraid-1.0.0.rc13-63.el5.x86_64
Jul 19 03:25:46 Installed: rpm-python-4.4.2.3-22.el5.x86_64
Jul 19 03:25:47 Installed: iscsi-initiator-utils-6.2.0.872-6.el5.x86_64
Jul 19 03:25:47 Installed: openldap-2.3.43-12.el5_6.7.x86_64
Jul 19 03:25:47 Installed: libuser-0.54.7-2.1.el5_5.2.x86_64
Jul 19 03:25:48 Installed: m2crypto-0.16-7.el5.x86_64
Jul 19 03:25:48 Installed: SysVinit-2.86-15.el5.x86_64
Jul 19 03:25:50 Installed: python-libs-2.4.3-44.el5.x86_64
Jul 19 03:25:51 Installed: python-elementtree-1.2.6-5.x86_64
Jul 19 03:25:51 Installed: yum-metadata-parser-1.1.2-3.el5.centos.x86_64
Jul 19 03:25:51 Installed: python-sqlite-1.1.7-1.2.1.x86_64
Jul 19 03:25:52 Installed: rsyslog-3.22.1-3.el5_6.1.x86_64
Jul 19 03:25:52 Installed: cracklib-2.8.9-3.3.x86_64
Jul 19 03:25:53 Installed: dmraid-events-1.0.0.rc13-63.el5.x86_64
Jul 19 03:25:53 Installed: krb5-libs-1.6.1-55.el5_6.2.x86_64
Jul 19 03:25:53 Installed: python-urlgrabber-3.1.0-6.el5.noarch
Jul 19 03:25:53 Installed: python-iniparse-0.2.3-4.el5.noarch
Jul 19 03:25:53 Installed: passwd-0.73-2.x86_64
Jul 19 03:25:53 Installed: which-2.16-7.x86_64
Jul 19 03:25:54 Installed: wget-1.11.4-2.el5_4.1.x86_64
Jul 19 03:25:55 Installed: screen-4.0.3-4.el5.x86_64
Jul 19 03:25:56 Installed: initscripts-8.45.33-1.el5.centos.x86_64
Jul 19 03:25:58 Installed: mcstrans-0.2.11-3.el5.x86_64
Jul 19 03:26:00 Installed: yum-fastestmirror-1.1.16-14.el5.centos.1.noarch
Jul 19 03:26:01 Installed: yum-3.2.22-33.el5.centos.noarch
Jul 19 03:26:03 Installed: mkinitrd-5.1.19.6-68.el5_6.1.x86_64
Jul 19 03:26:04 Installed: module-init-tools-3.3-0.pre3.1.60.el5_5.1.x86_64
Jul 18 22:30:19 Installed: tcp_wrappers-7.6-40.7.el5.x86_64
Jul 18 22:30:19 Installed: fipscheck-lib-1.2.0-1.el5.x86_64
Jul 18 22:30:20 Installed: openssh-4.3p2-72.el5_6.3.x86_64
Jul 18 22:30:20 Installed: fipscheck-1.2.0-1.el5.x86_64
Jul 18 22:30:20 Installed: openssh-server-4.3p2-72.el5_6.3.x86_64
Jul 18 22:32:01 Installed: 4:perl-5.8.8-32.el5_6.3.x86_64
Jul 18 22:32:01 Installed: perl-DBI-1.52-2.el5.x86_64
Jul 18 22:32:02 Installed: mysql-5.0.77-4.el5_6.6.x86_64
Jul 18 22:32:02 Installed: perl-DBD-MySQL-3.0007-2.el5.x86_64
Jul 18 22:32:03 Installed: mysql-server-5.0.77-4.el5_6.6.x86_64
Jul 18 22:32:58 Installed: php-common-5.1.6-27.el5_5.3.x86_64
Jul 18 22:32:58 Installed: libidn-0.6.5-1.1.x86_64
Jul 18 22:32:58 Installed: file-4.17-15.el5_3.1.x86_64
Jul 18 22:32:59 Installed: curl-7.15.5-9.el5_6.3.x86_64
Jul 18 22:32:59 Installed: apr-1.2.7-11.el5_6.5.x86_64
Jul 18 22:32:59 Installed: gmp-4.1.4-10.el5.x86_64
Jul 18 22:32:59 Installed: php-pdo-5.1.6-27.el5_5.3.x86_64
Jul 18 22:32:59 Installed: postgresql-libs-8.1.23-1.el5_6.1.x86_64
Jul 18 22:32:59 Installed: apr-util-1.2.7-11.el5_5.2.x86_64
Jul 18 22:32:59 Installed: mailcap-2.1.23-1.fc6.noarch
Jul 18 22:33:00 Installed: httpd-2.2.3-45.el5.centos.1.x86_64
Jul 18 22:33:00 Installed: php-mysql-5.1.6-27.el5_5.3.x86_64
Jul 18 22:33:01 Installed: 12:aspell-0.60.3-7.1.x86_64
Jul 18 22:33:01 Installed: php-cli-5.1.6-27.el5_5.3.x86_64
Jul 18 22:33:02 Installed: php-5.1.6-27.el5_5.3.x86_64
Jul 18 22:33:02 Installed: 50:aspell-en-6.0-2.1.x86_64
Jul 18 22:33:32 Erased: php
Jul 18 22:33:32 Erased: httpd
Jul 18 22:34:55 Installed: libgcc-4.1.2-50.el5.i386
Jul 18 22:34:56 Installed: glibc-2.5-58.el5_6.4.i686
Jul 18 22:34:57 Updated: php-common-5.3.6-3.el5.art.x86_64
Jul 18 22:34:57 Updated: php-pdo-5.3.6-3.el5.art.x86_64
Jul 18 22:34:58 Installed: mysqlclient15-5.0.90-1.el5.art.x86_64
Jul 18 22:34:58 Installed: httpd-2.2.3-45.el5.centos.1.x86_64
Jul 18 22:34:59 Installed: libedit-3.0-2.20090923cvs.el5.art.x86_64
Jul 18 22:34:59 Updated: php-cli-5.3.6-3.el5.art.x86_64
Jul 18 22:34:59 Updated: libsepol-2.0.36-1.el5.art.x86_64
Jul 18 22:34:59 Installed: php-5.3.6-3.el5.art.x86_64
Jul 18 22:34:59 Installed: php-fpm-5.3.6-3.el5.art.x86_64
Jul 18 22:35:00 Installed: zlib-1.2.3-3.i386
Jul 18 22:35:00 Installed: libxml2-2.6.26-2.1.2.8.el5_5.1.i386
Jul 18 22:35:00 Installed: bzip2-libs-1.0.3-6.el5_5.i386
Jul 18 22:35:00 Installed: libsepol-2.0.36-1.el5.art.i386
Jul 18 22:35:00 Installed: libselinux-1.33.4-5.7.el5.i386
Jul 18 22:35:01 Installed: device-mapper-1.02.55-2.el5.i386
Jul 18 22:35:01 Installed: e2fsprogs-libs-1.39-23.el5_5.1.i386
Jul 18 22:35:01 Installed: keyutils-libs-1.2-1.el5.i386
Jul 18 22:35:02 Installed: krb5-libs-1.6.1-55.el5_6.2.i386
Jul 18 22:35:04 Installed: openssl-0.9.8e-12.el5_5.7.i686
Jul 18 22:35:05 Installed: libstdc++-4.1.2-50.el5.i386
Jul 18 22:35:05 Installed: gmp-4.1.4-10.el5.i386
Jul 18 22:35:05 Installed: php-fpm-5.3.6-3.el5.art.i386
Jul 18 22:35:05 Installed: php-5.3.6-3.el5.art.i386
Jul 18 22:35:06 Installed: mysql-libs-5.1.58-1.el5.art.x86_64
Jul 18 22:35:07 Updated: mysql-5.1.58-1.el5.art.x86_64
Jul 18 22:35:08 Updated: mysql-server-5.1.58-1.el5.art.x86_64
Jul 18 22:35:08 Updated: php-mysql-5.3.6-3.el5.art.x86_64
Jul 18 22:35:09 Installed: mysql-libs-5.1.58-1.el5.art.i386
Jul 18 22:35:09 Installed: php-mysql-5.3.6-3.el5.art.i386
Jul 18 22:36:57 Installed: libgpg-error-1.4-2.x86_64
Jul 18 22:36:58 Installed: freetype-2.2.1-28.el5_5.1.x86_64
Jul 18 22:37:00 Installed: fontconfig-2.4.1-7.el5.x86_64
Jul 18 22:37:00 Installed: libgcrypt-1.4.4-5.el5.x86_64
Jul 18 22:37:00 Installed: libxslt-1.1.17-2.el5_2.2.x86_64
Jul 18 22:37:01 Installed: 1:pkgconfig-0.21-2.el5.x86_64
Jul 18 22:37:01 Installed: libjpeg-6b-37.x86_64
Jul 18 22:37:01 Installed: GeoIP-1.4.7-0.1.20090931cvs.el5.art.x86_64
Jul 18 22:37:01 Installed: libXau-1.0.1-3.1.x86_64
Jul 18 22:37:01 Installed: 2:libpng-1.2.10-7.1.el5_5.3.x86_64
Jul 18 22:37:01 Installed: libXdmcp-1.0.1-2.1.x86_64
Jul 18 22:37:01 Installed: xorg-x11-filesystem-7.1-2.fc6.noarch
Jul 18 22:37:02 Installed: libX11-1.0.3-11.el5.x86_64
Jul 18 22:37:02 Installed: libXpm-3.5.5-3.x86_64
Jul 18 22:37:02 Installed: gd-2.0.33-9.4.el5_4.2.x86_64
Jul 18 22:37:02 Installed: nginx-1.0.0-1.el5.art.x86_64
Jul 18 22:37:32 Installed: iptables-1.3.5-5.3.el5_4.1.x86_64
Jul 19 10:15:44 Installed: webmin-1.550-1.noarch

What else should I check.

BTW, on the forums and the internet reports that adding a delay from 5 secs to 30 secs to read http requests on the class-http.php file in WordPress solves the problem. Is not my case.

probably a useless idea, but how about adding the correct ip for wordpress.org in /etc/hosts to see if that helps?

It is not a useless idea, but I already tried that.