Updating to the latest version of Jekyll, I got the following error when attempting to migrate a WXR file:

You must install the 'jekyll-import' gem before continuing.
* Do this by running `gem install jekyll-import`.
* Or if you need root privileges, run `sudo gem install jekyll-import`.

Sure enough, along with an entirely new site, Jekyll now uses importers instead of migrators, which reside in their own gem. Unfortunately, attempting to install this resulted in a new error.

ready % gem install jekyll-import
ERROR:  Could not find a valid gem 'jekyll-import' (>= 0) in any repository
ERROR:  Possible alternatives: jekyll-ebook, jekyll-epub, jekyll-reposter, module-import

It turns out that jekyll-import is still technically in beta, so needs to be installed thusly:

ready % gem install jekyll-import --pre

At the time of writing, this works in my bog standard RubyGems environment on Mac OS X 10.8.3, with the following dependencies and docs installed:

Fetching: fastercsv-1.5.5.gem (100%)
Fetching: nokogiri-1.5.9.gem (100%)
Building native extensions.  This could take a while…
Fetching: jekyll-import-0.1.0.beta1.gem (100%)
Successfully installed fastercsv-1.5.5
Successfully installed nokogiri-1.5.9
Successfully installed jekyll-import-0.1.0.beta1
3 gems installed
Installing ri documentation for fastercsv-1.5.5…
Installing ri documentation for nokogiri-1.5.9…
Installing ri documentation for jekyll-import-0.1.0.beta1…
Installing RDoc documentation for fastercsv-1.5.5…
Installing RDoc documentation for nokogiri-1.5.9…
Installing RDoc documentation for jekyll-import-0.1.0.beta1…