RubyMine relies on the Rails framework to compile CoffeeScript for JavaScript at the moment.
Cutting Edge CoffeeScript support is available in PhpStorm / WebStorm products, in EAP versions that will be released by the end of 2011. You can download and try them out at http://confluence.jetbrains.net/display/WI/Web+IDE+EAP .
View the progress question .
The latest version has an action to compile CoffeeScript, but it simply displays a window with the result without writing any files ( Help | Find Action | Compile the Coffeescript file or attach a shortcut to the keyboard shortcut in Settings | Keymap ).
Please note that it still works, new features will appear soon. At the moment, you can configure compilation using external command line tools.
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