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We fabricated vapor sensors using nitrogen-doped (CNx) and pure multi-walled carbon nanotubes (MWNTs), and compared their performance. The sensors were constructed by dispersing the nanotube materials in methanol so as to form millimeter-long foils (nanotube paper), consisting of compact arrays of crisscrossing nanotubes. The devices were characterized by electrical resistance measurements and SEM studies. For CNx-based sensors, we observed that low concentrations of vapors such an acetone, ethanol, and chloroform were efficiently detected within 0.1-0.3 seconds via a physisorption mechanism. This physisorption is explained in terms of a weak interaction of the vapor molecules with the pyridinic sites (N bonded to two carbon atoms) present in the doped tubes. We believe that the methanol used for preparing the foils has a strong effect in saturating substitutional N atoms (N atoms bonded to three carbon atoms) that are also located in the CNx tubes. However, when pure carbon MWNTs were tested as sensors, we witnessed chemisorption of these vapors. First-principles density functional calculations confirmed that the gaseous molecules are able to interact with N-doped carbon nanotubes, via a physisorption mechanism, in which pyridine sites play a crucial role.