main.rb

class Main
  def process_all
    mutex = Mutex.new
    queue = self.paths.dup

    self.thread_count.times.map {
      Thread.new do
        while path = mutex.synchronize { queue.pop }
          fetcher = ThreadedFetcher.new(path)
          fetcher.fetch!
        end
      end
    }.each(&:join)
  end
end

threaded_fetcher.rb

class ThreadedFetcher
  def initialize(path)
    @path = path
  end
  
  def vcr_client
    return @vcr_client if @vcr_client
    @vcr_client = VCR::Client.new
    @vcr_client.configure do |c|
      c.cassette_library_dir = "fixtures/vcr_cassettes/#{@path}"
    end
    @vcr_client
  end
  
  def fetch!
    # the same original code would probably work but I like it even more separated 
    # that is, move the @path into client init above
    vcr_client.use_cassette('fetched') do
      response = Net::HTTP.get_response(URI("http://api.example.com/#{@path}"))
      process(response)
    end
  end
end