The user manual component reference says: "How can I record the server's responses too?" "The HTTP Proxy Server actually performs a sampling to obtain the server's response, and will notify any listeners directly inside the controller where the samples are being stored. So you just need to place a View Results Tree listener there to get the responses recorded. " But nothing is recorded in the results tree.
Correction: This is really a documentation problem - the View Results Tree listener must be added to the Proxy controller, not the recording controller as the doc says.
Updated documentation in 2.0 branch.
This issue has been migrated to GitHub: https://github.com/apache/jmeter/issues/1412