I just needed to make a tiny tweak to the Makefile in the vanilla vanitygen to make it work on my mac. It assumed certain libraries were in standard locations, but if you install software with MacPorts you need to tell it where to look for those libraries. If you use homebrew, you'll have to tweak it for that. Never used it so not sure where that installs to.
$ git diff Makefile
diff --git a/Makefile b/Makefile
index 3486201..1b03ae9 100644
--- a/Makefile
+++ b/Makefile
@@ -1,5 +1,5 @@
-LIBS=-lpcre -lcrypto -lm -lpthread
-CFLAGS=-ggdb -O3 -Wall
+LIBS=-L/opt/local/lib -lpcre -lcrypto -lm -lpthread
+CFLAGS=-ggdb -O3 -Wall -I/opt/local/include
OBJS=vanitygen.o oclvanitygen.o oclvanityminer.o oclengine.o keyconv.o pattern.o util.o
PROGS=vanitygen keyconv oclvanitygen oclvanityminer