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boost unable to move a scoped_lock with gcc
The following compiles under VS2010 (Express) but not gcc (4.6.2 here).
Lockable.h:
#include <boost/thread/mutex.hpp>
#include <boost/interprocess/sync/scoped_lock.hpp>

template<typename T>
class LockedProxy : boost::noncopyable
{
public:
    inline LockedProxy(boost::mutex & m, T * obj)
        :lock(m),
        t(obj)
    {}
    inline LockedProxy(const LockedProxy && other)
        :lock(std::move(other.lock)),
        t(std::move(other.t))
    {}

    inline       T * operator->()       { return t; }
    inline const T * operator->() const { return t; }

    inline const T & operator*() const { return *t; }
    inline       T & operator*()       { return *t; }

private:
    boost::interprocess::scoped_lock<boost::mutex> lock;
    T * t;
};


template<typename T>
class Lockable
{
public:

    // Convenience typefed for subclasses to use
    typedef T LockableObjectType;

    inline Lockable(const T & t)
        :lockableObject(t)
    {}

    inline LockedProxy<LockableObjectType> GetLockedProxy() {
        return LockedProxy<LockableObjectType>(mutex, &lockableObject);
    }

protected:
    LockableObjectType lockableObject;
    boost::mutex mutex;
};

main.cpp:
#include <iostream>
#include <string.h>
#include "Lockable.h"    

void f(Lockable<std::string> & str)
{
    auto proxy = str.GetLockedProxy();

    *proxy = "aa";
    proxy->append("bb");

    std::cout << "str = " << *proxy << std::endl;
}

void g(Lockable<int> & i)
{
    { // reduce lock's lifespan
        auto proxy = i.GetLockedProxy();
        *proxy = 321;
    }

    // relock, lock lives for the statement
    std::cout << "i = " << *i.GetLockedProxy() << std::endl;
}

int main()
{
    Lockable<std::string> str("abc");
    //Can't use str here, it is not locked
    f(str);

    Lockable<int> i(123);
    g(i);

    return 0;
}

The errors:
In file included from main.cpp:3:0:
C:/Users/DrGibbs/Documents/code/boost_1_46_0/boost/interprocess/sync/scoped_lock.hpp: In constructor 'LockedProxy<T>::LockedProxy(const LockedProxy<T>&&) [with T = std::basic_string<char>, LockedProxy<T> = LockedProxy<std::basic_string<char> >]':main.cpp:7:37:   instantiated from here
C:/Users/DrGibbs/Documents/code/boost_1_46_0/boost/interprocess/sync/scoped_lock.hpp:56:4: error: 'boost::interprocess::scoped_lock<Mutex>::scoped_lock(const boost::interprocess::scoped_lock<Mutex>&)[with Mutex = boost::mutex, boost::interprocess::scoped_lock<Mutex> = boost::interprocess::scoped_lock<boost::mutex>]' is privateLockable.h:14:29: error: within this context
C:/Users/DrGibbs/Documents/code/boost_1_46_0/boost/interprocess/sync/scoped_lock.hpp: In constructor 'LockedProxy<T>::LockedProxy(const LockedProxy<T>&&) [with T = int, LockedProxy<T> = LockedProxy<int>]':
main.cpp:18:36:   instantiated from here
C:/Users/DrGibbs/Documents/code/boost_1_46_0/boost/interprocess/sync/scoped_lock.hpp:56:4: error: 'boost::interprocess::scoped_lock<Mutex>::scoped_lock(const boost::interprocess::scoped_lock<Mutex>&)[with Mutex = boost::mutex, boost::interprocess::scoped_lock<Mutex> = boost::interprocess::scoped_lock<boost::mutex>]' is private
Lockable.h:14:29: error: within this context

Well as far as I understand, in LockedProxy's move-constructor, the scoped_lock is not moved but copy-constructed, which really should not work. Shouldn't the std::move guanrantee its move-construction ? What am I missing ?

Your move constructor declares its parameter const:
inline LockedProxy(const LockedProxy && other)

It should be declared non-const:
inline LockedProxy(LockedProxy && other)

Your std::move(other.lock) is taking other.lock as a const reference, and so returning a const rvalue reference const boost::interprocess::scoped_lock<boost::mutex> &&, which cannot be passed to the move constructor of boost::interprocess::scoped_lock<boost::mutex>.
See also C++0x const RValue reference as function parameter, which explains that const rvalue references are almost entirely useless.
