I haven't yet paid much attention to some of the more esoteric issues such as multithreaded applications, or interactions with other popular Ruby extensions. FXRuby seems to cooperate with Ruby threads on some platforms (e.g. Linux and Cygwin) but is known to be broken for others (specifically, the mswin32 build of Ruby for Windows).
Update (9/30/2002): The threading problem for the mswin32 build of Ruby for Windows has been fixed in the most recent CVS versions of Ruby 1.6 and 1.7, although it has not yet made it into an official (stable) release. The fix should appear in Ruby 1.6.8 when it is released.
More examples are always good. Instead of (or in addition to) merely cloning the C++ examples from the standard FOX distribution, it would be nice to have original example programs that demonstrate Ruby's special strengths.
Documentation is of course a big weakness at this point. I am slowly building up a set of "pseudo-sources" with RDoc-style comments that can be used to generate API documentation but this is far from complete (see the rdoc-sources directory in the standard source distribution).
Many people have expressed interest in a framework similar to Tk's Canvas widget that allows you to draw and drag 2-D shapes around, etc. Should be able to implement this kind of thing directly in Ruby code (i.e. no need to write it in C++ first and then "wrap" it).