This'll help point users towards this option as a way to figure out why the request is unhandled for cases where this is unexpected behavior.
Not sure how you wanted to format this, but I was thinking something like: (new part is bolded)
Under the current configuration VCR can not find a suitable HTTP interaction
to replay and is prevented from recording new requests. There are a few ways
you can deal with this:
If none of the above solutions are working, try using the debug logger
to help understand what is happening 
# ./issue_spec.rb:18:in block (3 levels) in <top (required)>'
# ./issue_spec.rb:14:inblock (2 levels) in '
block (3 levels) in <top (required)>'
That looks pretty good, although I wonder if it would be better to put it first so that it's less likely end users will over look it in the long error message? If you put it first, you may want to phrase it like "If you're surprised VCR is raising this error and want insight about how VCR attempted to handle the request, you can use the debug_logger option to log more details"
Regardless, feel free to take a stab at this :).
Fix for #188. Add mention of debug logging configuration option to un…
…handled request error message. Also added it to the no_cassette.feature.
I took a stab at it. Wasn't sure about adding that bit to Relish or not, so feel free to remove it.
Looks great. I cherry-picked this over to master (and removed some trailing whitespace).