Setup:

mysql> create table t(a integer unsigned,b integer unsigned);
mysql> insert into t(a,b) values (1,2),(1,3),(2,4);
mysql> create index i_t_a on t(a);
mysql> create index i_t_b on t(b);
mysql> explain select * from t where a=1 or b=4;
+----+-------------+-------+------+---------------+------+---------+------+------+-------------+
| id | select_type | table | type | possible_keys | key  | key_len | ref  | rows | Extra       |
+----+-------------+-------+------+---------------+------+---------+------+------+-------------+
|  1 | SIMPLE      | t     | ALL  | i_t_a,i_t_b   | NULL | NULL    | NULL |    3 | Using where |
+----+-------------+-------+------+---------------+------+---------+------+------+-------------+

Is there something I'm missing?

Update

mysql> explain select * from t where a=1 or b=4;
+----+-------------+-------+------+---------------+------+---------+------+------+-------------+
| id | select_type | table | type | possible_keys | key  | key_len | ref  | rows | Extra       |
+----+-------------+-------+------+---------------+------+---------+------+------+-------------+
|  1 | SIMPLE      | t     | ALL  | i_t_a,i_t_b   | NULL | NULL    | NULL | 1863 | Using where |
+----+-------------+-------+------+---------------+------+---------+------+------+-------------+

Version:

mysql> select version();
+----------------------+
| version()            |
+----------------------+
| 5.1.36-community-log |
+----------------------+

Has anyone ever successfully make index merge work for MySQL?

I'll be glad to see successful stories here:)