Did you compile in debug mode and make the symbol files available?
Remove any non-ascii characters from both your your startup disk
and hostname (see the Sharing panel in System Preferences)
and restart.
Ta da!
I saw this happen, but on a different configuration. In Snow Leopard 10.6.1, Xcode 3.2, Instruments 2.0, I wasn't getting any symbols in Leaks when running iPhone OS 3.0 in the simulator. Searching in Apple's iPhone developer forums revealed that this was a known issue with the iPhone 3.0 SDK (that was being worked on), and switching the active SDK to 3.1 was a workaround. Sure enough, it worked for me!
If your build target directory starts with "." (e.g. I was using ".xcode-build") then the .dsym files will not be found. For my case, changing the build directory to be "xcode-build" fixed the problem and now all my application's symbols show up in stack traces!
I had the same problem. It turned out I had set the build directory to /tmp/xcode. Changing this back to the default fixed the problem. This was with xcode 3.2.3.