On a newly installed Lenny server with Ruby1.8.7 and Rubygems installed from source (not package) and latest rails installed through rubygems
$ sudo gem1.8 install thin Building native extensions. This could take a while... ERROR: Error installing thin: ERROR: Failed to build gem native extension.
/usr/bin/ruby1.8 extconf.rb extconf.rb:1:in `require': no such file to load -- mkmf (LoadError) from extconf.rb:1
Gem files will remain installed in /usr/lib/ruby/gems/1.8/gems/eventmachine-0.12.8 for inspection. Results logged to /usr/lib/ruby/gems/1.8/gems/eventmachine-0.12.8/ext/gem_make.out
What dependency did I miss?