This is a very useful idiom:
(myhash[key] ||= []) << value
It can even be nested:
((myhash[key1] ||= {})[key2] ||= []) << value
The other way is to do:
myhash = Hash.new {|hash,key| hash[key] = []}
But this has the significant side-effect that asking about a key will create it, which renders has_key? fairly useless, so I avoid this method.