Fat Zebra support has been committed into the Active Merchant master branch as of the 22nd of June 2012 and is due to be released in the next version. If you would like to use Fat Zebra with Active Merchant in the mean time you may reference the Shopify/active_merchant.git git repo directly in your Gemfile:
gem "active_merchant", :git => "https://github.com/Shopify/active_merchant.git"
The Fat Zebra Ruby Library is available from our Github Repository at fatzebra/Ruby-Library.git
This library supports purchases, purchase lookup, refunds and pinging the gateway. Support will be added shortly for auth/capture and subscriptions.