Con homebrew, la clave es el mensaje de advertencia:
~/code/foss/java/jzmq$ brew install pkg-config
==> Downloading http://pkg-config.freedesktop.org/releases/pkg-config-0.25.tar.gz
==> ./configure --disable-debug --prefix=/usr/local/Cellar/pkg-config/0.25 --with-pc-path=/usr/local/lib/pkgconfig:/usr/lib/pkgconfig:/usr/X11/lib/pkgconfig
==> make install
Warning: m4 macros were installed to "share/aclocal".
Homebrew does not append "/usr/local/share/aclocal"
to "/usr/share/aclocal/dirlist". If an autoconf script you use
requires these m4 macros, you'll need to add this path manually.
==> Summary
/usr/local/Cellar/pkg-config/0.25: 8 files, 232K, built in 19 seconds
Si nos fijamos en /usr/local/Cellar/pkg-config/0.25/share/aclocal/, verá:
$ ls /usr/local/Cellar/pkg-config/0.25/share/aclocal/
pkg.m4
Es necesario añadir /usr/local/Cellar/pkg-config/0.25/share/aclocal/ a/usr/share/aclocal/listadir, así:
$ cat /usr/share/aclocal/dirlist
/usr/local/share/aclocal
/usr/local/Cellar/pkg-config/0.25/share/aclocal/
Y luego vuelva a ejecutar autogen y los otros pasos.
en caso de querer compilar jzmq de tormenta, obtener el código de este repositorio: https://github.com/asmaier/jzmq. Es un fork de https://github.com/nathanmarz/jzmq y contiene dos soluciones para compilar el código en Mac OS X 10.8.3 con Java 1.7.0_25. – asmaier