I installed gsl in /developer/usr/ and applied these settings:
Header Search Paths: /usr/local/include Library Search Paths: /usr/local/lib Other Linker Flags: -lgsl -lm
After that Xcode can find just about every header file in gsl besides gsl_odeiv2.h, including gsl_odeiv.h. Any idea why this one header can't be found?