How can I include custom post types on a tag page?

function post_type_tags_fix($request) {
    if ( isset($request['tag']) && !isset($request['post_type']) )
    $request['post_type'] = 'any';
    return $request;
} 
add_filter('request', 'post_type_tags_fix');

You can alter the post type to your liking.
From this post.
Custom post type tag archives don’t work for basic loop?