When trying to install mysql-simple on GHC 7.8.3 with cabal 1.18.1.4 on Mac OSX 10.9.4, the pcre-light dependency failed with the following error:

Base.hsc:103:10: fatal error: 'pcre.h' file not found

After googling around for a bit I came across this thread on Stackoverflow which had the same missing header file error, but which had nothing to do with Haskell. So from the sounds of things I just needed to install the PCRE library on my Mac.

I installed PCRE on MacOSX with:

brew install pcre

After which cabal install --only-dependencies completed successfully. Yay! :)