I am not sure how you are using nagios, but a simple way would be to run a check on the fail-over boxes IP. I will use the check_nrpe command for this because its quite simple.
Lets say.... the script is called check_failover:
BOX 1: /usr/local/nagios/libexec/check_failover
echo "OK: I AM BOX 1"
BOX 2: /usr/local/nagios/libexec/check_failover
echo "OK: I AM BOX 2"
Nagios check command (You might have this or something list this already):
'check_nrpe' command definition
command_line /usr/local/nagios/libexec/check_nrpe -H $HOSTADDRESS$ -c $ARG1$
use generic-service ; Name of service
service_description Check Failover
Just set it up for the ip that is the same on either box.
Well that way should work. There are other ways that you could do it aswell probably. Let me know if you have major problems.