MRI has a GIL, but the GIL doesn't block on I/O like HTTP requests (but you'll still be pegged to one core unless you do process forking yourself). JRuby and Rubinius use native threads so you can use all cores with just Thread.new.
Almost. JRuby uses JVM threads so the actual threading model depends on the underline JVM.
Edit: I just want to say I've done some more reading on the subject and have learned that the GIL does in fact prevent a single process from running on multiple cores. That said, if you wrote a thread-safe ruby application, then just fork it n-1 times (where n = number of cores) and everything should be fine.