Instruct WordPress to search on all post types when doing a post_tag taxonomy query.

post_tags_tax_fix.php

<?php
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');