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I had this issue too on newer Fedora Core versions. To get around it, do
a 'make clean' then run the configure script with the OpenSSL locations
specified like this:

./configure --with-openssl=/usr/local/openssl-0.9.8e
--with-openssl-inc=/usr/local/openssl-0.9.8e
--with-openssl-lib=/usr/local/openssl-0.9.8e
loading cache ./config.cache
checking host system type... i686-pc-linux-gnu
checking target system type... i686-pc-linux-gnu
checking build system type... i686-pc-linux-gnu
checking for gcc... (cached) gcc
checking whether the C compiler (gcc ) works... yes
checking whether the C compiler (gcc ) is a cross-compiler... no
checking whether we are using GNU C... (cached) yes
checking whether gcc accepts -g... (cached) yes
checking whether make sets ${MAKE}... (cached) yes
checking for ranlib... (cached) ranlib
checking for a BSD compatible install... (cached) /usr/bin/install -c
configuring for linux-gnu
checking for pow in -lm... (cached) yes
checking for PCAP include files... found in /usr/include
checking for PCAP library... found in /usr/lib
checking for OpenSSL include files... not found.
configure: warning: compiling without OpenSSL
checking for pcap_open in -lpcap... (cached) no
checking how to run the C preprocessor... (cached) gcc -E
checking for sys/time.h... (cached) yes
checking for ANSI C header files... (cached) yes
checking for working const... (cached) yes
checking whether time.h and sys/time.h may both be included... (cached)
yes
checking size of unsigned short... (cached) 2
checking size of unsigned int... (cached) 4
checking size of unsigned long... (cached) 4
checking size of unsigned long long... (cached) 8
checking for 8-bit clean memcmp... (cached) yes
checking return type of signal handlers... (cached) void
checking for vprintf... (cached) yes
checking for strdup... (cached) yes
creating ./config.status
creating Makefile

Then do your 'make'. You still get some implicit declaration warnings but
ssldump will build now. I think some of the standard installs of OpenSSL
on these packaged distros don't include the header files or libraries by
default. The above example assumes you have downloaded the OpenSSL version
you want from openssl.org and have extracted and built it. Good luck.