Hello!
I have the following issue.

➜ ~ sudo pgxn install rum

INFO: best version: rum 1.1.0
INFO: saving /tmp/tmpYlffn2/rum-1.1.0.zip
INFO: unpacking: /tmp/tmpYlffn2/rum-1.1.0.zip
INFO: building extension
Makefile:31: ../../src/Makefile.global: No such file or directory
Makefile:32: /contrib/contrib-global.mk: No such file or directory
make: *** Brak reguł do wykonania obiektu `/contrib/contrib-global.mk'. Stop.
ERROR: command returned 2: make PG_CONFIG=/usr/bin/pg_config all

My first try:

export USE_PGXS=1
sudo pgxn install rum  #The same problem.
pgxn install rum --sudo sudo  #No success

Finally this works

sudo su
export USE_PGXS=1
pgxn install rum

I think this hint should be in documentation.
You can also consider this point of view: http://blog.pgxn.org/post/20908326485/lose-use-pgxs