I just tried it, and it works for me with Guile 1.8.8 (on Debian GNU/Linux):
cd nlopt-2.4.2
./configure --enable-shared --prefix=$HOME/opt && make && sudo make
install
LD_LIBRARY_PATH=$HOME/opt/lib guile -L $HOME/opt/share/guile/site/
and then the example from the tutorial
(http://ab-initio.mit.edu/wiki/index.php/NLopt_Tutorial#Example_in_GNU_Guile_.28Scheme.29)
runs successfully.
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