I've already seen various requests for this feature, but unfortunately it never was adopted. Now I'm using nagios-plugins-1.4.16 and wrote a
patch for check_http/nagios-plugins which includes this (well I fixed an already existing patch I found somewhere, maybe here). The patch
is quite clean and should not clash with check_http features also code is only added if NTLM Auth is activated on configure. I attach the patch
if you're interested.