Was harder than it should’ve been. I got annoyed.
You need to install openssl-devel, zlib-devel, bison, gcc, make, patch, tar, and maybe gcc-c++ (although I don’t think this one is needed).
Go get the latest ruby 1.9 source, as of this writing 1.9-p378, and extract it somewhere. Then go get the patches on this bug, at the specific comment. You will need to apply at least the openssl-build-fix patch, since fedora uses openssl 1.0 and it’s not yet into ruby 1.9. Then follow your typical ./cofnigure, make, and make install stuff. I installed mine into a prefix of /opt/ruby so that it wouldn’t affect any fedora ruby stuff that it might want. I then added ruby’s path to the end of my user’s PATH variable.
That’ll get you a working ruby 1.9 in Fedora.