WordPress 3.1 – Tag page not showing posts from custom post type

you can add them using pre_get_posts filter:

function myTagFilter($query) {
    $post_type = $_GET['type'];
    if (is_tag()){
        if (!$post_type) {
            $post_type="any";
        }
        $query->set('post_type', $post_type);
    }
    return $query;
};
add_filter('pre_get_posts','myTagFilter');