I set up replica set with authentication. I used this tutorial. I set up keyfile, admin user and other users. It all works fine - anonymous access is disabled and I can login
$ mongo
MongoDB shell version: 2.6.1
connecting to: test
Error while trying to show server startup warnings: not authorized on admin to execute command { getLog: "startupWarnings" }
rs0:PRIMARY> use admin
switched to db admin
rs0:PRIMARY> db.auth("USERNAME","PASSWORD")
1
rs0:PRIMARY>
using credentials of users I created.
But I can't login from command line
$ mongo -u 'USERNAME' -p 'PASSWORD'
MongoDB shell version: 2.6.1
connecting to: test
2014-05-18T14:23:47.324+0200 Error: 18 { ok: 0.0, errmsg: "auth failed", code: 18 } at src/mongo/shell/db.js:1210
exception: login failed
using the same credentials. I haven't find anything helpful in the documentation or here on SO.
The in-shell authentication performed in your example is against the admin database. The command line posted above does not specify a database and is therefore authenticating against the default database which is test. Try this instead to authenticate via command line against the admin db:
mongo admin -u 'USERNAME' -p 'PASSWORD'
if the server is not on the local host then you can use this:
mongo your_host_name:your_port/admin -u 'USERNAME' -p 'PASSWORD'