Does the Rokinon 8mm F3.5 fisheye lens work with a nikon D5000?

If it doesn't what about the Nikon 10.5mm f/2.8G ED AF DX Fisheye Nikkor Lens

Highly unlikely without the correct mount. You must remember that after market lenses have to have the appropriate mount in order that the camera body and lens talk electronically. The same applies to the Nikon 10.5 mm lens you mention. A important thing to remember is that OEM lenses are made to work with cameras from the same manufacturer and cheap glass means poor images.

Yes if you get one with a Nikon mount.

You need to be aware it's a manual focus lens though: http://www.overstock.com/Electronics/Rokinon-8mm-F3.5-Ultra-Wide-Aspherical-Fisheye-Lens-for-Nikon/4340547/customer-reviews.html