I see no way to do it in just a plug and play type of manner, but it may be simple, depending on how you have the firewall setup and what it is you want to monitor.
For example, if I wanted to monitor one of our ftp servers that sits on the internet, from inside (behind our firewall) the first thing I'd have to change is the host check command, since our firewall will not allow me to ping something outside. But yet, I can query the ftp, http, and the like, so my service check could be "check_ftp" and the host check could be the samething. So you see, my nagios central server would simply perform active check_ftp checks, and like is nice and simple.
So yea, it depends on what you want to do.