Sorry, that was like the worst reply ever... I was in a bad mood this morning
If you don't have the check already, download it from nagiosexchange.org - you will/may/probably want to also edit the script and change the 'default' age settings to 0
If you are using it locally, define your check command object as something like check_file_exists - i.e.
[blockquote]# 'check_file_exists' command definition
command_line $USER1$/check_file_age $ARG1$
Then you can use check_file_exists!filename in your service check.
This is a "local" check only, so of course if you are trying to check a file exists on a remote box you'll have to install check_file_age on there instead (it's perl) and configure NRPE or whatever as usual.