Today I got the error message:

Error: Could not stat() command file '/var/spool/nagios/cmd/nagios.cmd'!

The external command file may be missing, Nagios may not be running, and/or Nagios may not be checking external commands.

An error occurred while attempting to commit your command for processing.
I upgraded from Nagios Server 3.2.0 to 4.3.4 on a CentOS 6 server and I thought everything was working okay until I went to Acknowledge this service problem and this error showed up.
I found some other postings that said it’s a permissions issue on that file however that file is completely missing on mine.
-rw-r--r-- 1 root root   11436 Jul 22  2015 cgi.cfg
-rw-rw-r-- 1 root root   12988 Oct  4 13:07 cgi.cfg.rpmnew
-rw-r--r-- 1 root root   44623 Nov 19 09:02 nagios.cfg
-rw-rw-r-- 1 root root   44662 Oct  4 13:07 nagios.cfg.rpmnew
I did a little further investigation and found after the last upgrade there was a couple of *.rpmnew files which means something in the config files have changed.  I did a diff between my old and new and found the paths were different on a number of files.
diff nagios.cfg nagios.cfg.rpmnew

< temp_file=/var/spool/nagios/nagios.tmp
> temp_file=/var/log/nagios/nagios.tmp

I’ve been Nagios since v2.x on the same server, and performing upgrades once a year or as needed.  So you can see I has some serious legacy files hanging out.  So, I found a few other files needed to be adjusted, also copied this file to it’s new location to match the rpmnew config file which I put into place.

cp -pr /var/log/nagios/objects.cache /var/spool/nagios/objects.cache
You may need to also move some other config files around like I did, depending on how old was your upgraded install.
Next I ran a config check
service nagios configcheck

I found some additional errors that had to do with differences between my old and new configs.  Those were quickly fixable, did one final restart and everything looks to be back to normal.

I’m now able to Acknowledge that pesky alert that has been nagging me every 30 minutes for the last 2 days.