In trying to harmonize environments between a ZSH session and the vim/macvim access of the shell, a which ruby from the shell shows $HOME/.rvm/rubies/ruby-1
I don't know if it applies to zsh but depending on how it's started, bash reads some files and not others. Having this line in my ~/.vimrc ensures that $PATH is the same in Vim and in my shell.
set shell=bash\ -i
But it depends on how you start/customize your shell.
See :help 'shell' and zsh's manual.