So when you build Mesos on OS X, you have to use Homebrew to install a bunch of dependencies. I was momentarily stumped by the fact that linking the apr package with brew link --force seemed to not make the headers available. Then I realized that you are supposed to use apr-1-config to find the headers location.

Like this:

$ ./configure --prefix=/opt/mesos --with-apr=$(apr-1-config --prefix)