With recent binutils I get:

 perf % make
Makefile:668: No bfd.h/libbfd found, install binutils-dev[el]/zlib-static to gain symbol demanglin

That happens because bfd.h now contains:

I've reopened a bug in the hope that this check will be deleted:
http://sourceware.org/bugzilla/show_bug.cgi?id=14243

But in the meantime, the following patch fixes the problem
Signed-off-by: Markus Trippelsdorf <markus@trippelsdorf.de>
Cc: Ingo Molnar <mingo@redhat.com>
Cc: Mike Frysinger <vapier@gentoo.org>
Cc: Paul Mackerras <paulus@samba.org>
Link: http://lkml.kernel.org/r/20120919072902.GA262@x4Signed-off-by: Arnaldo Carvalho de Melo <acme@redhat.com>