My 2 cents:
I found I needed the developers versions of these for a complete
successful ruby make
(zlib-devel not zlib). installing rubygems required zlib-devel but
I actually used ruby for a couple of weeks without realizing that
readline had failed to make.
My default linux (suse, 10.0) did not have the developers versions
In particular, check if your system has readline.h. If it doesn't, you
don't have the
developers readline installed.
Hope this helps someone!