A couple different ways of doing nested group_by. There are surely more...

nested_group_by.rb

require 'test/unit'

Person = Struct.new(:name, :age, :gender)

class GroupByTest < Test::Unit::TestCase

  def setup
    @people = [
      @jennie = Person.new('Jennie', 29, 'f'),
      @justin = Person.new('Justin', 28, 'm'),
      @manda  = Person.new('Manda',  27, 'f'),
      @jason  = Person.new('Jason',  18, 'm'),
      @tim    = Person.new('Tim',    28, 'm'),
      @kyler  = Person.new('Kyler',  18, 'm'),
    ]
  end

  # first way
  # just 2 lines of code
  def test_nested_group_by
    grouped = @people.group_by(&:gender)
    grouped.each { |g, p| grouped[g] = p.group_by(&:age) }
    assert_equal(
      {
        'm' => {
          28 => [@justin, @tim],
          18 => [@jason, @kyler]
        },
        'f' => {
          27 => [@manda],
          29 => [@jennie]
        }
      },
      grouped
    )
  end
  
  # second way
  # seems more readable to me, but more lines of code
  def test_plain_loop
    grouped = {}
    @people.each do |person|
      grouped[person.gender] ||= {}
      grouped[person.gender][person.age] ||= []
      grouped[person.gender][person.age] << person
    end
    assert_equal(
      {
        'm' => {
          28 => [@justin, @tim],
          18 => [@jason, @kyler]
        },
        'f' => {
          27 => [@manda],
          29 => [@jennie]
        }
      },
      grouped
    )
  end

end