For those that are on Mac OSX, perhaps the easiest way to work around this is to use ditto (only on the mac, AFAIK, though). It will create the directory structure that is missing in the destination.
For instance, I did this
ditto 6.3.2/6.3.2/macosx/bin/mybinary ~/work/binaries/macosx/6.3.2/
where ~/work
did not contain the binaries directory before I ran the command.
I thought rsync should work similarly, but it seems it only works for one level of missing directories. That is,
rsync 6.3.3/6.3.3/macosx/bin/mybinary ~/work/binaries/macosx/6.3.3/
worked, because ~/work/binaries/macosx existed but not ~/work/binaries/macosx/6.3.2/