On my system libgobject-gdb.py (libgobject-2.0.so.0.4400.1-gdb.py) is installed in /usr/lib/share/gdb/auto-load, but it must be installed in /usr/share/gdb/auto-load/usr/lib , otherwise gdb does not auto-load it.

I verify this by running  'gdb /usr/lib/libgobject-2.0.so' and then either 'info auto-load python-scripts' or 'info pretty-printer'.

In glib/gobject/Makefile.am, the relevant code is:

install-data-hook: libgobject-gdb.py
        mkdir -p $(DESTDIR)$(datadir)/gdb/auto-load/$(ABS_GLIB_RUNTIME_LIBDIR)
        $(INSTALL) $(builddir)/libgobject-gdb.py $(DESTDIR)$(datadir)/gdb/auto-load/$(ABS_GLIB_RUNTIME_LIBDIR)/libgobject-2.0.so.0.$(LT_CURRENT).$(LT_REVISION)-gdb.py

with $(ABS_GLIB_RUNTIME_LIBDIR) being defined in configure..ac as

ABS_GLIB_RUNTIME_LIBDIR="`readlink -f $libdir/$with_runtime_libdir`"

The problem probably is, that on my system, "`readlink -f $libdir/$with_runtime_libdir`" expands to "readlink -f ${exec_prefix}/lib" and this is not expanded further. Another point is, that at at the line where ABS_GLIB_RUNTIME_LIBDR is set, $exec_prefix expands to NONE, so that the substitution cannot work at that place.  In fact, $exec_prefix shall be  evaluated at install-data time, so the value stored in ABS_GLIB_RUNTIME_LIBDIR shall be `readlink -f $libdir/$with_runtime_libdir`. To achieve this, single quotes shall be used, instead of doube quotes and put braces around the variables (somehow on my system the install line replaces $libdir with ibdir):

configue.ac:
  old:
    ABS_GLIB_RUNTIME_LIBDIR="`readlink -f $libdir/$with_runtime_libdir`"
  new:
    ABS_GLIB_RUNTIME_LIBDIR='`readlink -f ${libdir}/${with_runtime_libdir}`'

The same problem aplies for libglib-gdb.py.