Note that you must setRetainInstance(true); otherwise the Observable and all associated state will get destroyed of course. So make sure you don't create strong references to views/context in onCreate or onActivityCreated, or they will leak. The nice thing about this is that there apart from splitting up the code for creating the observable from…

gistfile1.java

package com.github.super8.fragments;

import android.os.Bundle;
import android.view.LayoutInflater;
import android.view.View;
import android.view.ViewGroup;
import android.widget.AdapterView;
import android.widget.GridView;

import com.github.super8.R;
import com.github.super8.activities.MovieDetailsActivity;
import com.github.super8.adapters.ImageGridAdapter;
import com.github.super8.apis.tmdb.v3.TmdbApi;
import com.github.super8.model.Movie;
import com.github.super8.model.Person;
import com.github.super8.model.PersonCredits;
import com.github.super8.support.SuperToast;
import com.google.inject.Inject;

import java.util.List;

import roboguice.fragment.RoboFragment;
import roboguice.inject.InjectExtra;
import roboguice.inject.InjectView;
import rx.Observable;
import rx.Subscription;
import rx.android.RxFragmentObserver;
import rx.android.schedulers.MainThreadScheduler;

public class PersonMoviesFragment extends RoboFragment implements AdapterView.OnItemClickListener {

    @InjectExtra(Person.EXTRA_KEY)
    private Person person;

    @InjectView(R.id.person_movies_grid)
    private GridView gridView;

    @Inject
    private ImageGridAdapter<Movie> adapter;
    @Inject
    private TmdbApi tmdb;

    private Observable<PersonCredits> getCredits;
    private Subscription getCreditsSubscription;

    @Override
    public void onCreate(Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        setRetainInstance(true);
        getCredits = tmdb.personCredits(person.getTmdbId())
                .observeOn(new MainThreadScheduler())
                .cache();
    }

    @Override
    public View onCreateView(LayoutInflater inflater, ViewGroup container, Bundle savedInstanceState) {
        return inflater.inflate(R.layout.person_movies_fragment, container, false);
    }

    @Override
    public void onViewCreated(View view, Bundle savedInstanceState) {
        super.onViewCreated(view, savedInstanceState);
        adapter.setActionItemLabelResId(R.string.person_movies_see_all_label);
        adapter.setRequestedItemHeight((int) getResources().getDimension(R.dimen.movie_grid_item_height));
        adapter.setNumCells(getResources().getInteger(R.integer.person_movies_grid_cells));

        gridView.setAdapter(adapter);
        gridView.setOnItemClickListener(this);

        getCreditsSubscription = getCredits.subscribe(new GetCreditsObserver(this));
    }

    @Override
    public void onDestroy() {
        super.onDestroy();
        getCreditsSubscription.unsubscribe();
    }

    private static final class GetCreditsObserver extends RxFragmentObserver<PersonMoviesFragment, PersonCredits> {

        public GetCreditsObserver(PersonMoviesFragment fragment) {
            super(fragment);
        }

        @Override
        public void onNext(PersonMoviesFragment fragment, PersonCredits credits) {
            final int numCells = fragment.getResources().getInteger(R.integer.person_movies_grid_cells);
            final List<Movie> knownForMovies = credits.getKnownForMovies(numCells);
            for (Movie movie : knownForMovies) {
                fragment.adapter.addItem(movie);
            }

            fragment.adapter.notifyDataSetChanged();
        }

        @Override
        public void onError(PersonMoviesFragment fragment, Exception error) {
            SuperToast.error(fragment.getActivity(), error);
        }
    }
}