Desinstalar e reinstalar a gem geralmente resolve esse problema sem a necessidade de baixar e mover arquivos manualmente. Do diretório do seu aplicativo Rails:
> gem uninstall mysql2
You have requested to uninstall the gem:
mysql2-0.3.11
database_cleaner-0.9.1 depends on [mysql2 (>= 0)]
If you remove this gems, one or more dependencies will not be met.
Continue with Uninstall? [Yn] Y
Successfully uninstalled mysql2-0.3.11
> bundle install
Fetching gem metadata from http://rubygems.org/......
Fetching gem metadata from http://rubygems.org/..
Using rake (0.9.2)
Using i18n (0.6.1)
... <SNIP> ...
Installing mysql2 (0.3.11) with native extensions
... <SNIP> ...
Your bundle is complete! Use `bundle show [gemname]` to see where a bundled gem is installed.
