Please answer these questions before submitting your issue. Thanks!

What version of Go are you using (go version)?

go version go1.8.3 linux/amd64

What operating system and processor architecture are you using (go env)?

GOARCH="amd64"
GOBIN=""
GOEXE=""
GOHOSTARCH="amd64"
GOHOSTOS="linux"
GOOS="linux"
GOPATH="/home/chewxy/workspace/gorgoniaws/"
GORACE=""
GOROOT="/usr/local/go"
GOTOOLDIR="/usr/local/go/pkg/tool/linux_amd64"
GCCGO="gccgo"
CC="gcc"
GOGCCFLAGS="-fPIC -m64 -pthread -fmessage-length=0 -fdebug-prefix-map=/tmp/go-build242930547=/tmp/go-build -gno-record-gcc-switches"
CXX="g++"
CGO_ENABLED="1"
PKG_CONFIG="pkg-config"
CGO_CFLAGS="-g -O2"
CGO_CPPFLAGS=""
CGO_CXXFLAGS="-g -O2"
CGO_FFLAGS="-g -O2"
CGO_LDFLAGS="-g -O2

What did you do want?

package main

// #cgo CFLAGS: -g -O3 -std=c99
// #cgo CFLAGS: -I${GOPATH}/github.com/chewxy/path/to/internal/sharedheaders
// #include "fromshared.h"
// #include "fromlocaldir.h"
import "C"

func main() {
	var a C.int
	C.sharedfuckall(a)
	C.localfuckall(a)
}

What did you expect to see?

Compilation to complete.

What did you see instead?

Compilation failed.

Workarounds

Instead the ugly solution is really ugly: you'd have to use the full absolute path:

 #cgo CFLAGS: -I/full/abs/path/to/headers

Another solution would be copy the .h files into each individual directory. This makes building libraries a bit messy and reliant on abs paths (for context, I'm working on improvements on the CUDA library), and would most likely require things like makefiles, which makes a library unappealing to use/install.

Currently cgo accepts ${SRCDIR} to handle statically compiled libs to be included in a directory.
So you can see why a solution which expands ${GOPATH} the same way ${SRCDIR} would be nice to have, and I suspect, fairly trivial to add. The checks for internal packages may be a bit tricky.

References/Related Issues

Issue #19745 : @bradfitz and @rsc said that the goal of cmd/go is not to be a C build tool. To which I agree. I propose only limiting this to internal packages. This does away with the problem of implicit dependency issues (the logic of it goes: all the dependencies go into the internal package anyway as a "final destination")

Thoughts appreciated.