I am starting with zeroMQ but could get it to work. I installed zeroMQ from tarball using the following commands:

$ ./autogen.sh
$ ./configure --prefix=/usr/local/pkg-config-0.23 --datarootdir=/usr/share

$ make
$ make check
$ sudo make install

While doing make check I got a few failures:

========================================
   zeromq 4.0.4: tests/test-suite.log
========================================

# TOTAL: 43
# PASS:  40
# SKIP:  0
# XFAIL: 1
# FAIL:  2
# XPASS: 0
# ERROR: 0

.. contents:: :depth: 2

FAIL: test_system
=================

W: Only able to create 253 sockets on this box
I: Tune your system to increase maximum allowed file handles
I: On OS/X, run 'ulimit -n 1200' in bash

XFAIL: test_abstract_ipc
========================

Assertion failed: (rc == 0), function main, file test_abstract_ipc.cpp, line 31.

FAIL: test_shutdown_stress
==========================

Assertion failed: (s2), function main, file test_shutdown_stress.cpp, line 64.

I want to use zeroMQ with Python on OS X