Nagios saves me more sleep than I care to admit, but configuring its email alerts if you build from source requires a little more finesse. Specifically, you need postfix (likely you already have) and heirloom-mailx.

On Debian (and probably Ubuntu, but check first):

apt-get install heirloom-mailx

On FreeBSD:

cd /usr/ports/mail/heirloom-mailx
make install clean

And NetBSD’s pkgsrc:

cd /usr/pkg/mail/heirloom-mailx
make install clean

The BSDs also have binary versions in pkgng/pkgin, ports and pkgsrc. That’s a lot of package managers.