The WSDL generated for an Apex Class method using the webservice keyword may be missing required complex types.

Take the example:

global class RetrieveOpportunity {
  webservice static Opportunity retrieveOpportunity(Id opportunityId) {
    return new Opportunity();
  }
}

This will generate a WSDL with elements like:
 

<xsd:element name="BillingAddress" minOccurs="0" type="tns:address" nillable="true"/>

The issue is that there is no address complex type in the WSDL tns namespace (http://soap.sforce.com/schemas/class/DFB/RetrieveOpportunity in this case).

This results in errors like:

Source - Issue with Adding reference Webservice WSDL to VS2010 (http://salesforce.stackexchange.com/q/53329/102)

The currently solution is to manually add the missing complex types to the xsd:schema with the required targetNamespace.
 

<!-- Compound datatype: Address -->
        <complexType name="address">
            <complexContent>
                <extension base="tns:location">
                    <sequence>
                        <element name="city" type="xsd:string"  nillable="true" />
                        <element name="country" type="xsd:string"  nillable="true" />
                        <element name="countryCode" type="xsd:string"  nillable="true" />
                        <element name="postalCode" type="xsd:string"  nillable="true" />
                        <element name="state" type="xsd:string"  nillable="true" />
                        <element name="stateCode" type="xsd:string"  nillable="true" />
                        <element name="street" type="xsd:string"  nillable="true" />
                    </sequence>
                </extension>
            </complexContent>
        </complexType>

<!-- Compound datatype: Location -->
        <complexType name="location">
            <sequence>
                <element name="latitude" type="xsd:double"  nillable="true" />
                <element name="longitude" type="xsd:double"  nillable="true" />
            </sequence>
        </complexType>

Can this be raised as an Apex API bug?