Ubuntu doesn't come pre-packaged with command line mail. That's strange, because this is one of the most simple, important commands in Linux / Unix admin network scripting. It lets you interact with the real world.
To install, unfortunately, the older package mailutils is deprecated for Ubuntu, even though it's listed in all Google results for [ "command line mail" ubuntu ].
So, installing good old unix command line mail (e-mail) on Ubuntu, as of late May 2008:
apt-get update
apt-get install postfix
apt-get install mailx
Then use mail freely.