You can, definitely. You need to have a script or a service that listens for the requests from fastcgi. For Perl, it's usually a script of some kind. Here's an example of using a wrapper script with Perl:
http://people.adams.edu/~cdmiller/posts/nginx-perl-fastcgi/
Ruby has mongrel, http://rubygems.org/gems/mongrel, a webserver that can be passed back to with fastcgi.
I don't have much experience with Python and fastcgi, but my understanding is that it can be done with a wrapper much like Perl.