rvm-and-gem-with-ext.log

$ rvm --version

rvm 1.19.5 (master) by Wayne E. Seguin <wayneeseguin@gmail.com>, Michal Papis <mpapis@gmail.com> [https://rvm.io/]

$ rvm --create ruby-2.0.0-p0@test
$ gem install kgio
Fetching: kgio-2.8.0.gem (100%)
Building native extensions.  This could take a while...
Successfully installed kgio-2.8.0
1 gem installed
$ ruby -rkgio -ve ''
ruby 2.0.0p0 (2013-02-24 revision 39474) [x86_64-linux]
$ rvm --create ruby-head@test
$ gem install kgio
Fetching: kgio-2.8.0.gem (100%)
Building native extensions.  This could take a while...
Successfully installed kgio-2.8.0
1 gem installed
$ ruby -rkgio -ve ''
ruby 2.1.0dev (2013-04-15 trunk 40308) [x86_64-linux]
/home/user/.rvm/rubies/ruby-head/lib/ruby/site_ruby/2.1.0/rubygems/custom_require.rb:36:in `require': cannot load such file -- kgio_ext (LoadError)
	from /home/user/.rvm/rubies/ruby-head/lib/ruby/site_ruby/2.1.0/rubygems/custom_require.rb:36:in `require'
	from /home/user/.rvm/gems/ruby-head@test/gems/kgio-2.8.0/lib/kgio.rb:21:in `<top (required)>'
	from /home/user/.rvm/rubies/ruby-head/lib/ruby/site_ruby/2.1.0/rubygems/custom_require.rb:60:in `require'
	from /home/user/.rvm/rubies/ruby-head/lib/ruby/site_ruby/2.1.0/rubygems/custom_require.rb:60:in `rescue in require'
	from /home/user/.rvm/rubies/ruby-head/lib/ruby/site_ruby/2.1.0/rubygems/custom_require.rb:35:in `require'
$ find $GEM_HOME/gems/kgio-2.8.0 -name '*.so'
/home/user/.rvm/gems/ruby-head@test/gems/kgio-2.8.0/ext/kgio/kgio_ext.so
/home/user/.rvm/gems/ruby-head@test/gems/kgio-2.8.0/lib/home/user/.rvm/rubies/ruby-head/lib/ruby/site_ruby/2.1.0/x86_64-linux/kgio_ext.so

My fault was using gem 1.8.24; at least 2.0.3 works fine for me!

Thanks for that comment! Saved my ass.