jruby-1.6.7

% rvm 1.6.7 do ruby --1.9 nonblock.rb               
SSLSocket.java:196:in `connect_nonblock': java.lang.UnsupportedOperationException
        from SSLSocket$i$0$0$connect_nonblock.gen:65535:in `call'
        from CachingCallSite.java:292:in `cacheAndCall'

jruby-1.7.0.preview1

% rvm jruby-1.7.0.preview1 do ruby --1.9 nonblock.rb 
NoMethodError: undefined method `connect_nonblock' for #<OpenSSL::SSL::SSLSocket:0x516f5228>
  (root) at nonblock.rb:13

MRI 1.9.3

% rvm 1.9.3 do ruby nonblock.rb                                                                  
connect_nonblock done

nonblock.rb

require "openssl"
require "socket"

sslcontext = OpenSSL::SSL::SSLContext.new
sslcontext.ssl_version = "TLSv1"

# The OpenSSL docs seem to indicate that 'verify_callback'
sslcontext.verify_mode = OpenSSL::SSL::VERIFY_NONE

tcp = TCPSocket.new("twitter.com", 443)
tls = OpenSSL::SSL::SSLSocket.new(tcp, sslcontext)
begin
  tls.connect_nonblock
rescue OpenSSL::SSL::SSLError => e
  raise e if e.to_s !~ /read would block/
  retry
end
puts "connect_nonblock done"