Important Update
The strange bug is fixed (at least for me) in Xcode 4.2!
I\'ve a serious problem with Xcode 4.1 Build 4B110 under Mac
Quoting your comment on this, andi1984, so that no one misses this "big" answer for anyone (like me) for whom it is a lifesaver. This worked great for me!
If I'm opening Xcode, choose Profile and choose one instrument (let's say Leaks) the new Instrument window opens. Then I need to go back to Xcode (while Instrument.app window is still open in background!) and have to use command + tab to choose out of Xcode in front the Instrument.app again. Then the Instrument app shows me the tracked data. Really weird problem, but now it works. ;-)