Via loudthinking.com, DHH points to the Magic Multi-Connections plugin by Nic Williams. This plugin could be used in any number of ways, Nic has a recipe for randomly selecting a connection from a pool, but the plugin could just as easily be made to work with a set of model objects spread across multiple databases.
Update from Pat Eyler (12:15 PM Central):
Kevin makes some important points about how the community should/does respond to people pointing out things that RoR doesn’t do well. He also has a good analysis of the response Alex Payne’s interview and offers some ideas for how this conversation could have happened differently.