Most examples I found tell you to run rvmsudo or passenger-install-nginx-module. I ran into problems with these because:
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rvmsudo leaves root owned directories and files under rvm passenger gem directory. This will give you seemingly odd errors later when you try to remove/upgrade passenger gem, or try to use homebrew to install passenger.
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There's no good place to put nginx using passenger-install-nginx-module. Putting it under /usr/local means you have to remember it's there amongst homebrew files. Anywhere else, you still have to remember you put it there. We'd rather manage nginx install via homebrew.
So to install everything with homebrew, this is what it took:
gem install passenger