$ irb
irb(main):001:0> require ‘openssl’
LoadError: no such file to load – openssl
from /usr/local/ruby/lib/ruby/site_ruby/1.9.1/rubygems/custom_require.rb:36:in `require’
from /usr/local/ruby/lib/ruby/site_ruby/1.9.1/rubygems/custom_require.rb:36:in `require'
from (irb):1
from /usr/local/ruby/bin/irb:12:in `<main>'
So you've got the openssl library but not the openssl bindings for
ruby. In some environments (e.g. debian) those bindings are a separate
package from the main ruby packages. If you compiled ruby yourself
(completely by hand or via rvm or similar) then you either didn't have
openssl installed at the time or didn't have the openssl development
headers (usually installable as a separate package)