This spec file will build an RPM for OpenResty. I've only tried it on CentOS 6, but it will likely work on other RedHat-like Linuxes.
To build the RPM, you'll first need to set up your build environment. Typically, this means creating some directories and installing some packages:
mkdir ~/rpmbuild/{SOURCES,SPECS}
sudo yum install make openssl-devel pcre-devel readline-devel gcc-c++
Then get the relevant files into your tree (replacing version with the appropriate version string):
cd ~/rpmbuild/SOURCES
wget http://openresty.org/download/ngx_openresty-{version}.tar.gz
wget https://github.com/brnt/openresty-rpm-spec/raw/master/nginx.init
cd ~/rpmbuild/SPECS
wget https://github.com/brnt/openresty-rpm-spec/raw/master/ngx_openresty.spec
Then just build the RPM:
rpmbuild -ba ~/rpmbuild/SPECS/ngx_openresty.spec
The RPM will be in ~/rpmbuild/RPMS/{platform}/ and the SRPM will be in ~/rpmbuild/SRPMS/.