[blockquote]In choice No.2 it's some plug-in for nagios.
But if my old and new is the same plug-in version.
Is it necessary to copy from old server to new server?[/blockquote]nope... in fact it is better to compile and install the plugins as you have done in case there are any differences in the system architecture such as paths etc., as long as you make sure any custom checks that may have been created are copied across
[blockquote]and another files in /usr/local/nagios/var/*.*
is that necessary to transfer to the new one?[/blockquote]nope
[blockquote]If I didn't copy any files from choice no.3 - no.5
to new server, is that means the new server can working without history?[/blockquote]Yes, it'll be like starting afresh from day 1.
Also, don't forget to consider the config files and suchlike for addons like NRPE, NDOUtils, pnp4nagios, nagvis, rrdtool/mrtg etc. etc. etc. should you have any of those installed