I edit just about all my nagios files at the command line. I have found a nagios.vim file that highlights the syntax and really helps when working with the files.
First you can get it here: nagios syntax
Next simply follow the install details listed. I made the following changes to fit my nagios installation on osx via macports:
on the line that starts au BufNew, i changed the line to:
au BufNewFile,BufRead /opt/local/etc/nagios/objects/*.cfg set filetype=nagios
Another note, just in case you haven’t already done so you can auto enable the syntax for vim buy putting the following line in your .vimrc