If you're trying to use wxRuby with Ruby on OS X 10.6 (Snow Leopard), you need to download the 2.0.1 (or later) version of the gem manually and install it - if you just "gem install wxruby", you'll get 1.9.3 or so, but that doesn't actually work on 10.6 (e.g. with error messages like "no matching architecture in universal wrapper"). More details here and here.
[1] That someone else may be me, frantically Googling to fix the same issue a year from now.