I can't think of any way that a specific server can alert you that it's services have shut down. You will need to use a process where an external server monitors it, such as the third party tools that GSquared mentions.
Now if you want to know when it starts back up, you could create a job with a schedule set to run when the SQL Server Agent starts to send an email/alert, etc.
Wayne
Microsoft Certified Master: SQL Server 2008
Author - SQL Server T-SQL Recipes