It is possible with so called virtual-hosts.
Here is a part of Apache httpd config example for doing this.
<VirtualHost *>
ServerAdmin webmaster@server
DocumentRoot /www/nagios
ServerName nagios.server
ErrorLog logs/host.foo.com-error_log
TransferLog logs/host.foo.com-access_log
</VirtualHost>
Here "/www/nagios" is pointing to directory, where your nagios pages are stored.
But nagios.server should be in your DNS records and point to the same IP as "server" record. Or you may add nagios.server to your local /etc/hosts file (or c:\windows\system32\drivers\etc\hosts)