Alternatively, you can use validates_associated. As Faisal notes in the comments below the answer, validates_associated checks if the associated object is valid by running the associated class validations. It does not check for the presence. It's also important to note that a nil association is considered valid.
class A < ActiveRecord::Base
has_many :bs
validates :bs, :presence => true
end
But there is a bug with it if you will use accepts_nested_attributes_for with :allow_destroy => true: Nested models and parent validation. In this topic you can find solution.