以下を評価して、
M-x anything-local-gems
すると、インストールされているgemの一覧が出るので、選択すると、そのgemのlib/を開く。

また、カレントバッファの祖先ディレクトリにGemfileがみつかった場合、bundlerで管理されている方のgemが選択されまうす。

(defvar anything-c-sources-local-gem-file
  '((name . "rubygems")
    (candidates-in-buffer)
    (init . (lambda ()
              (let ((gemfile-dir (block 'find-gemfile
                                   (let* ((cur-dir (file-name-directory
                                                    (expand-file-name (or (buffer-file-name)
                                                                          default-directory))))
                                          (cnt 0))
                                     (while (and (< (setq cnt (+ 1 cnt)) 10)
                                                 (not (equal cur-dir "/")))
                                       (when (member "Gemfile" (directory-files cur-dir))
                                         (return-from 'find-gemfile cur-dir))
                                       (setq cur-dir (expand-file-name (concat cur-dir "/.."))))
                                     ))))
                (anything-attrset 'gem-command
                                  (concat (if gemfile-dir
                                              (concat "BUNDLE_GEMFILE=" gemfile-dir "/Gemfile "
                                                      "bundle exec ")
                                            "")
                                          "gem 2>/dev/null"))
                (unless (anything-candidate-buffer)
                  (call-process-shell-command (concat (anything-attr 'gem-command) " list")
                                              nil
                                              (anything-candidate-buffer 'local))))))
    (action . (lambda (gem-name)
                (let ((path (file-name-directory
                             (shell-command-to-string
                              (concat (anything-attr 'gem-command) " which "
                                      (replace-regexp-in-string "\s+(.+)$" "" gem-name))))))
                  (if (and path (file-exists-p path))
                      (find-file path)
                    (message "no such file or directory: \"%s\"" path))
                  )))))

(defun anything-local-gems ()
  (interactive)
  (anything-other-buffer
   '(anything-c-sources-local-gem-file)
   "*anything local gems*"
  ))