You can say this in helpers like link_to and content_tag:

= link_to 'Label', root_url, :data => { :foo => 'bar', :bam => 'baz' }

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This will produce:

<a href="/" data-foo="bar" data-bam="baz">Label</a>

Only works in Rails 3. In Rails 2 you do

= link_to 'Label', root_url, 'data-foo' => 'bar', 'data-bam' => 'baz' }