The install.sh files (or at least growlnotify's) shipped with Growl need to be run as root. I didn't realize this at first and was told simultaneously that I lacked permission to install, and that the installation was succcessful. The install script should really look something like this:
#!/bin/sh
cp growlnotify /usr/local/bin/growlnotify && \
cp growlnotify.1 /usr/local/man/man1/growlnotify.1 && \
echo "Installation complete. Please add /usr/local/bin to your PATH if you have not already. Consult your shell's documentation if you do not know how to do this." || \
echo "Couldn't install. Please run `sudo ./install.sh`"
