method_missing gotchas in Ruby

Are there any things to be careful about when defining the method_missing method in Ruby? I'm wondering whether there are some not-so-obvious interactions from inheritance, exception throwing, performance, or anything else.

A somewhat obvious one: always redefine respond_to? if you redefine method_missing. If method_missing(:sym) works, respond_to?(:sym) should always return true. There are many libraries that rely on this.

Later:

An example:

# Wrap a Foo; don't expose the internal guts.
# Pass any method that starts with 'a' on to the
# Foo.
class FooWrapper
  def initialize(foo)
    @foo = foo
  end
  def some_method_that_doesnt_start_with_a
    'bar'
  end
  def a_method_that_does_start_with_a
    'baz'
  end
  def respond_to?(sym, include_private = false)
    pass_sym_to_foo?(sym) || super(sym, include_private)
  end
  def method_missing(sym, *args, &block)
    return foo.call(sym, *args, &block) if pass_sym_to_foo?(sym)
    super(sym, *args, &block)
  end
  private
  def pass_sym_to_foo?(sym)
    sym.to_s =~ /^a/ && @foo.respond_to?(sym)
  end
end

class Foo
  def argh
    'argh'
  end
  def blech
    'blech'
  end
end

w = FooWrapper.new(Foo.new)

w.respond_to?(:some_method_that_doesnt_start_with_a)
# => true
w.some_method_that_doesnt_start_with_a
# => 'bar'

w.respond_to?(:a_method_that_does_start_with_a)
# => true
w.a_method_that_does_start_with_a
# => 'baz'

w.respond_to?(:argh)
# => true
w.argh
# => 'argh'

w.respond_to?(:blech)
# => false
w.blech
# NoMethodError

w.respond_to?(:glem!)
# => false
w.glem!
# NoMethodError

w.respond_to?(:apples?)
w.apples?
# NoMethodError

If your method missing method is only looking for certain method names, don't forget to call super if you haven't found what you're looking for, so that other method missings can do their thing.