I recently stumbled upon another Nagios plugin that no longer works with SELinux under RHEL / CentOS 6.2: check_linux_raid.
Just like the check_disk plugin, it has the nagios_checkdisk_plugin_exec_t SELinux type. As of May 2012, this problem has not yet been fixed.
The workaround is simple, as with the check_disk plugin:
chcon -t nagios_unconfined_plugin_exec_t /usr/lib64/nagios/plugins/check_linux_raid
Or, for 32-bit systems:
chcon -t nagios_unconfined_plugin_exec_t /usr/lib/nagios/plugins/check_linux_raid