Well, I'm really not sure, but from the check_http --help, you'll see:
Username:Password on sites with basic authentication
meaning that it will add the header:
Authozation: Basic fgfdlgjfdlgjdfg== (with the weird chain characters being your "username:Password" converted through MIME64).
I'm not sure, but I think that an LDAP authentification differs from the Basic Authozition ... meaning that you won't be able to use check_http for this purpose
but as I said: I'm not sure, so maybe someone will come up with a solution.
In the meantime, you could try to snoop/capture a communication between you and your site (by using wireshark, for example, or livehttpheaders.mozdev.org/ for mozilla) to see the headers. Then, you may be able to create your own script to monitor your server.
Sorry if that doesn't really help, but it's better than no answer