For example, say I'm hitting nproc. I would expect a log message to appear /var/log/messages or similar, but it looks like that needs to be configured. How do I do that? I can't find anything relevant on google so far. OS is CentOS 6.4. Thanks!
You aren't finding anything because it doesn't exist. It is up to the application hitting the limit to log that a syscall failed to allocate a resource.
Some quick googlefu led me to the Logging-limits.conf on github. It attempts to log when the syscalls fail with auditd. I have no experience with this package, it may destroy your system. Caveat emptor.