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Assuming your records are timestamped, you can just do something like this:
Thing.find(:all, :conditions => ["created_at > ?", Time.now - 1.month])
If they're not timestamped, you should start storing the information since it's something you'll want to look up later.
Thanks everyone, I ended up going with this:
find(:all, :conditions => ['created_at > ? AND created_at < ?', Date.today.last_month.beginning_of_month, Date.today.beginning_of_month])