Modified to add command line option for running on a Raspberry Pi using GPIO 17 and 18 to control status LEDs. Run from the command line with the argument "pi" to activate status LEDs. Assumes you have already installed the RPi.GPIO library.

isgovtdown.py

#!/usr/bin/env python
#
# file: isgovtdown.py
#
# description: checks usa.gov for the "Government has shut down" message
#
# usage: ./isgovtdown.py [pi]
# Passing argument 'pi' causes status LEDs to be used
#
#  or in a crontab:
#  */5 * * * * /path/to/isgovtdown.py && mailx -s 5s youremail@address.com
#
 
import re, sys, urllib
from time import sleep
import RPi.GPIO as GPIO

mode = 0;

if(len(sys.argv) > 1):
  argMode = sys.argv[1].lower()
  if(argMode == "pi"):
    mode = 1 
    GPIO.setmode(GPIO.BOARD)
    GPIO.setup(11, GPIO.OUT)
    GPIO.output(11, True)
    GPIO.setup(12, GPIO.OUT)
    GPIO.output(12, True)

print("Press Ctrl-C to cancel monitoring and admit you don't care")
print("")

try:
  while True:
    if(mode == 0):
      sys.stdout.write('Checking.....')
      sys.stdout.flush()
    else:
      GPIO.output(11, True)
      GPIO.output(12, True)

    # Add a delay for effect
    sleep(3)

    page = urllib.urlopen("http://usa.gov").read()
    if(re.search(b'Due to a lapse in funding, the U.S. federal government has shut down',page)):
      if(mode == 0):
        print("Government still down")
      else:
        GPIO.output(11, True)
        GPIO.output(12, False)
        
    else:
      if(mode == 0):
        print ("Government back up")
      else:
        GPIO.output(12, True)
        GPIO.output(11, False)

    sleep(60)
except KeyboardInterrupt:

  if(mode == 1):
    GPIO.output(11, True)
    GPIO.output(12, True)
    GPIO.cleanup()

  sys.exit(1)

If you find this please be gentle on the code criticism. This is the first time I've written in Python.