Today I tried using 'valgrind --db-attach=yes'. This printed an error message about the command '-nw' not being found. I think this happens because valgrind.spec does not have a BuildReq on gdb. This means that the AC_PATH_PROG in valgrind's configure.in ends up substituting an empty string instead of a path to gdb. A workaround is to specify --db-command manually.
*** Bug 240477 has been marked as a duplicate of this bug. ***
Should be fixed in valgrind-3.2.3-4 in rawhide.