If you’re trying to do post-mortem analysis on a crashed river, or trying to find kernel-level bottlenecks with oprofile, you need the decompressed kernel w/ debug symbols. This comes in a form of a vmlinux file. Some distributions ship debuginfo packages, namely RHEL. On Ubuntu this seems lacking.

I was able to find the procedure to build one from the archive source packages:

    apt-get source linux
    apt-get build-dep linux
    cd linux-2.6.31/
    fakeroot make -f debian/rules binary-generic skipdbg=false
    sudo dpkg -i ../linux-image-debug-2.6.31-19-generic_2.6.31-19.56_amd64.ddeb

The kernel version above is from Intrepid, but that procedure should work on other versions also.

Credits to Chris Conway’s comment on Ubuntu bug 289087.