Comment #1 on issue 3582 by [email protected]: The chain rule should take derivatives with respect to functions when it can
http://code.google.com/p/sympy/issues/detail?id=3582

Having the same issue I think. In the simplest case:

    x = Symbol('x')
    g = Function('g')
    f = Function('f')

    dfdg = f(g(x)).diff(g(x))
    print dfdg
    print dfdg.doit()

outputs,

Subs(Derivative(f(_xi_2), _xi_2), (_xi_2,), (g(x),))
Subs(Derivative(f(_xi_2), _xi_2), (_xi_2,), (g(x),))

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