I went through following steps before I got the git-diff command not found error.
# curl https://raw.github.com/philz/git-vimdiff/master/git-vimdiff > /usr/local/bin/git-vimdiff
# chmod ugo+x /usr/local/bin/git-vimdiff
After firing git-vimdiff, I get following eror
# git-vimdiff
/usr/local/bin/git-vimdiff: line 80: git-diff: command not found