Yep, I have installed Splunk v2.0 with Nagios and have successfully integrated it with Nagios. There are a couple of things that need to configured, but other than that is very easy and straight forward with everything being explained in a .pdf file that is compiled with the spluck2nagios integration tar ball. I have tried using the newest version, but is does not work at all with Nagios beucase it does not come with the tar ball for nagios integration. Here is where I found the download and also the second link for info on how to get started:
Let me know how the installation goes or if you have any questions.