There are some great Open-Source Projects which do exactly this: You can install it on your Linux Server and host your private GitHub
http://gitlabhq.com/
GitLabHQ is written in Ruby on Rails like GitHub, it has a very nice design and lots of features. It is a new project and actively developed, however it is not so feature rich like GitHub. Besides basic Project Management and User Management (whit different roles), GitLabHQ has bug tracker system tied to the repository of the project, which is very cool.
http://gitorious.org/
Gitorious is another alternative, you can download the source and setup yourself. However, the setup is a bit strange and the UI not that beautiful.




