On CentOS 5 (and RedHat EL as well), you can encounter the following behaviour when configuring an nrpe plugin with sudo:

[andrea@feyd ~]$ /usr/lib/nagios/plugins/check_nrpe  -H 1.2.3.4 -c check_md_raid
NRPE: Unable to read output  

Given that checkmdraid is defined as follows, in nrpe.conf:

command[check_md_raid]=sudo /usr/local/bin/nagios_check_md_raid  

And given (for completeness) its relative /etc/sudoers line as follows:

nagios    ALL=(ALL)   NOPASSWD:/usr/local/bin/nagios_check_md_raid  

Then the problem is in the requiretty options in /etc/sudoers, enabled by default on CentOS. Simply comment it as follows:

#Defaults    requiretty

After that the plugin should work as expected:

[andrea@feyd ~]$ /usr/lib/nagios/plugins/check_nrpe  -H 1.2.3.4 -c check_md_raid
RAID OK: All arrays OK [1 array checked]  

Enjoy!