Often the assembler cannot generate debug information automatically. This means that you cannot get a source report unless you manually define the neccessary debug information; read your assembler documentation for how you might do that. The only debugging info needed currently by OProfile is the line-number/filename-VMA association. When profiling assembly without debugging info you can always get report for symbols, and optionally for VMA, through opreport -l or opreport -d, but this works only for symbols with the right attributes. For gas you can get this by

.globl foo
	.type	foo,@function

whilst for nasm you must use

	  GLOBAL foo:function		; [1]

Note that OProfile does not need the global attribute, only the function attribute.