cgmath::ortho(0.0, 800.0, 0.0, 600.0, -1.0, 1.0) yields
[0.0025, 0,     0, -1]
[0,      0.004, 0, -1]
[0,      0,    -1,  0]
[0,      0,     0,  1]
which I believe is correct.

nalgebra::OrthoMat3::new(800.0, 600.0, -1.0, 1.0) yields
[0.0025, 0,        0, 0]
[0,      0.003333, 0, 0]
[0,      0,       -1, 0]
[0,      0,        0, 1]
which doesn't work

based on the wikipedia page http://en.wikipedia.org/wiki/Orthographic_projection, you are missing the top two values on the right most column
-((800 + 0)/(800 - 0)), -((600 + 0)/(600 - 0))

However, I do note that your ortho matrix doesn't really have a left/right and top/bottom, just a width and height so perhaps I'm missing something.