Using ruby-install, homebrew building it for use with chruby, here's how I install Rubinius under Yosemite (works for Mavericks as well.)
Make sure llvm is installed
$ brew install llvm
Prepend the homebrew-installed llvm tools to your path
$ export PATH="$(brew --prefix llvm)/bin:$PATH" # Or, for ZSH $ path=( $(brew --prefix llvm)/bin $path )
Install rubinius, v2.3.0 at the time of writing
$ ruby-install rbx 2.3.0
Open a fresh shell once that's built, and you should be able to switch to rbx!
$ chruby rbx $ ruby -v rubinius 2.3.0 (2.1.0 9d61df5d 2014-10-31 3.5.0 JI) [x86_64-darwin14.0.0]
There is also a homebrew tap for rubinius which should also work instead of the above. I couldn't get it working on one of my laptops though, which is why I was installing by hand using the above instead. The tap is at https://github.com/rubinius/homebrew-apps/ and https://twitter.com/brixen/status/529725881498226688 explains install steps.