Mechanize expects response.get_fields('Set-Cookie') to return an array of strings, but the current version of fakeweb returns an array-of-an-array of strings when you try to set multiple values for the set-cookie header using :set_cookie = ['val1', 'val2'].
:set_cookie = ['val1', 'val2']
I've got a commit that solves this issue.
See this issue in VCR for more context and info.
Merged in 058b122. Thanks!