OSX ships with the older libedit library which is what rbenv picks up if not given an explicit
--with-readline-dir configuration flag. I was able to find a lot of info of installing with homebrew but none with macports ( except this one: http://d.hatena.ne.jp/CortYuming/20120606/p1 ) which is in japanese :(. Luckily the bash prompt is in english.
Also I didn't want to use libedit and do this: http://hints.macworld.com/article.php?story=20080313113705760 #sadness :(
In short you want to add it like this ( you might want to throw in openssl support from the same place too ) :
$ CONFIGURE_OPTS="--with-openssl-dir=/opt/local --with-readline-dir=/opt/local" rbenv install 2.0.0-p0
Now I can do:
 pry(main)> foo = 1
(reverse-i-search)`foo': foo = 1