Сделал конфиг следующий:
<VirtualHost *:80>
ServerName monitoring.lan
DocumentRoot /usr/share/nagios/
Alias /nagios/ /usr/share/nagios/htdocs/
<Directory "/usr/share/nagios">
Options None
AllowOverride AuthConfig
Order allow,deny
Allow from all
</Directory>
ScriptAlias /nagios/cgi-bin/ /usr/lib/nagios/cgi-bin/
<Directory "/usr/lib/nagios/cgi-bin">
AllowOverride AuthConfig
Options +ExecCGI
Order allow,deny
Allow from all
</Directory>
</VirtualHost>
/etc/init.d/apache2 restart
* Caching service dependencies ... [ ok ]
* Stopping apache2 ...
[Thu Jul 19 13:08:59 2012] [warn] The ScriptAlias directive in /etc/apache2/vhosts.d/nagios.conf at line 13 will probably never match because it overlaps an earlier Alias. [ ok ]
* Starting apache2 ...
[Thu Jul 19 13:09:00 2012] [warn] The ScriptAlias directive in /etc/apache2/vhosts.d/nagios.conf at line 13 will probably never match because it overlaps an earlier Alias. [ ok ]