Came across this error when I tried to install jekyll on my ubuntu laptop for testing out jekyll bootstrap locally:

sudo gem install jekyll 
Building native extensions.  This could take a while...
ERROR:  Error installing jekyll:
	ERROR: Failed to build gem native extension.

        /usr/bin/ruby1.9.1 extconf.rb
/usr/lib/ruby/1.9.1/rubygems/custom_require.rb:36:in `require': cannot load such file -- mkmf (LoadError)
	from /usr/lib/ruby/1.9.1/rubygems/custom_require.rb:36:in `require'
	from extconf.rb:1:in `<main>'

Gem files will remain installed in /var/lib/gems/1.9.1/gems/fast-stemmer-1.0.2 for inspection.
Results logged to /var/lib/gems/1.9.1/gems/fast-stemmer-1.0.2/ext/gem_make.out

Apparently this is due to a missing ruby-dev-package according to this issue:

And this is how you fix it:

$ sudo apt-get install ruby-dev