For what it's worth, I managed to install ThreadScope on Mac OS X Lion:
- Installed gtk2 through macports (port install gtk2)
- GHC 7.4.1
- Installed the latest version of cabal-install from http://darcs.haskell.org/cabal/
- Installed alex and happy through cabal
- Installed the latest version of gtk2hs from http://code.haskell.org/gtk2hs/ (if you are using the Quarts backend of gtk2, use bash ./bootstrap.sh "-f have-quartz-gtk" to avoid a linker error about _gdk_x11_drawable_get_xid)
- Installed threadscope through cabal, passing in the option --extra-lib-dirs=/usr/lib to avoid a problem with it linking against the wrong version of libiconv.