Logging Unexpected Shutdowns/Crashes w/ Linux?

sweede asks: "I have a dedicated server that seems to reboot more often than it should. In Windows 2000/XP (maybe NT4.0?), if your computer or server crashes it will leave an event message in the Event Viewer for you to review on what went wrong. Is it possible to do something similar in Linux? Where a power outage or an unexpected kernel panic will leave a message in /var/log/event (or whatever) Searching Google for 'kernel trapping' doesn't give me a whole lot of info on the subject."