Simplification of loop in Ruby
You can replace

friend = Friend.new(:screen_name =&gt; follower.screen_name)
client.friendship_create(friend.screen_name, true)
friend.save


With

friend = Friend.create(:screen_name =&gt; follower.screen_name)
client.friendship_create(friend.screen_name, true)


I'd also suggest wrapping creation of friend in separate class method:

class Friend &lt; ActiveRecord::Base
  def create_with_follower(follower = nil)
    return unless follower
    create :screen_name =&gt; follower.screen_name
  end  
end


Then code becomes like this:

friend = Friend.create_with_follower follower
client.friendship_create(friend.screen_name, true)


I'd probably hide the friendship_create method call somewhere too. Not sure what it does though. Is it separate API call?

update

Now whole code becomes like this:

def friend_all_followers(friends)
  followers = client.followers.reject { |f| friends.include?(f) }
  followers.each do |follower|
    friend = Friend.create_with_follower follower
    client.friendship_create(friend.screen_name, true)
  end
end


Now you can do some readable operation on array. Something like this:

def friend_all_followers(friends)
  (client.followers - friends).each do |follower|
    friend = Friend.create_with_follower follower
    client.friendship_create(friend.screen_name, true)
  end
end