While the custom association functionality allows you to create and eagerly load any type of association, it requires you to write a significant amount of code.
However, you can write plugins to handle common cases. For example, someone created a polymorphic plugin that allows you to create polymorphic associations as easily as ActiveRecord.
I recently added a many_through_many plugin to Sequel, which is a very powerful association type that allows you to create an association to multiple objects using an arbitrary number of join tables.