$ gem install 'mysql2'

Fetching: mysql2-0.3.15.gem (100%)
Building native extensions.  This could take a while...
ERROR:  Error installing mysql2:
	ERROR: Failed to build gem native extension.

        /usr/bin/ruby1.9.1 extconf.rb
checking for ruby/thread.h... no
checking for rb_thread_blocking_region()... yes
checking for rb_wait_for_single_fd()... yes
checking for rb_hash_dup()... yes
checking for rb_intern3()... yes
checking for mysql_query() in -lmysqlclient... no
checking for main() in -lm... yes
checking for mysql_query() in -lmysqlclient... no
checking for main() in -lz... yes
checking for mysql_query() in -lmysqlclient... no
checking for main() in -lsocket... no
checking for mysql_query() in -lmysqlclient... no
checking for main() in -lnsl... yes
checking for mysql_query() in -lmysqlclient... no
checking for main() in -lmygcc... no
checking for mysql_query() in -lmysqlclient... no
*** extconf.rb failed ***
Could not create Makefile due to some reason, probably lack of
necessary libraries and/or headers.  Check the mkmf.log file for more
details.  You may need configuration options.

Provided configuration options:
	--with-opt-dir
	--without-opt-dir
	--with-opt-include
	--without-opt-include=${opt-dir}/include
	--with-opt-lib
	--without-opt-lib=${opt-dir}/lib
	--with-make-prog
	--without-make-prog
	--srcdir=.
	--curdir
	--ruby=/usr/bin/ruby1.9.1
	--with-mysql-dir
	--without-mysql-dir
	--with-mysql-include
	--without-mysql-include=${mysql-dir}/include
	--with-mysql-lib
	--without-mysql-lib=${mysql-dir}/lib
	--with-mysql-config
	--without-mysql-config
	--with-mysql-dir
	--without-mysql-dir
	--with-mysql-include
	--without-mysql-include=${mysql-dir}/include
	--with-mysql-lib
	--without-mysql-lib=${mysql-dir}/lib
	--with-mysqlclientlib
	--without-mysqlclientlib
	--with-mlib
	--without-mlib
	--with-mysqlclientlib
	--without-mysqlclientlib
	--with-zlib
	--without-zlib
	--with-mysqlclientlib
	--without-mysqlclientlib
	--with-socketlib
	--without-socketlib
	--with-mysqlclientlib
	--without-mysqlclientlib
	--with-nsllib
	--without-nsllib
	--with-mysqlclientlib
	--without-mysqlclientlib
	--with-mygcclib
	--without-mygcclib
	--with-mysqlclientlib
	--without-mysqlclientlib


Gem files will remain installed in /var/lib/gems/1.9.1/gems/mysql2-0.3.15 for inspection.
Results logged to /var/lib/gems/1.9.1/gems/mysql2-0.3.15/ext/mysql2/gem_make.out