PZ Myers has a post describing the lack of teaching-related training he received in graduate school (and some commenters have echoed the sentiment). When I entered graduate school there were a few professors who encouraged new students to teach well, but the majority of faculty were clearly of the opinion that teaching was a necessary evil. The acting head of my department when I entered graduate school even went so far as to say something to the effect of, "Don't spend time on teaching; it doesn't get you anything" in his first talk with new graduate students. I went into graduate school with the mindset that my primary goal in academia was to be a researcher, so I thought that this was relatively sane advice.
As many readers can guess by my current choice of teaching at a community college, my research mindset didn't last long. I quickly found that I enjoyed my role as a teaching assistant (TA), and eventually decided that I wanted to focus my career on teaching rather than research.
There were two major influences that changed my mind regarding teaching as a career, and both are instructive regarding the teaching of pedagogy in graduate school (a convenient pretext for some navel gazing). The first influence was that I had stumbled into a department where there was a top-notch biology education professor in charge of the non-majors introductory biology course that all new TAs got thrown into. This instructor was (and still is) the best teacher I have ever seen; he truly cared about helping students learn biology, and had an excellent grounding in research-based pedagogy. All new TAs were required to take a three- or four-day workshop on pedagogy with him before they taught, and throughout the semester we had weekly meetings where we discussed pedagogy and how to deal with the classroom problems we were all encountering. It was during this first semester that I started to learn how to teach.
However, many of my fellow graduate students despised this pedagogical training, actively voicing their criticism of both the instructor who led it and his pedagogical ideas. Many tried to avoid using his ideas in their sections, and virtually all tried to get away from this instructor as quickly as they could, many saying that their time was being wasted.
A number of the faculty who taught pedagogy were from non-science disciplines, and thus a common complaint used by my peers to dismiss learning about pedagogy was, "Sure, maybe those techniques work for the humanities, but they'd never work for teaching science. They just don't understand science." Personally, I've never gone to a lecture on pedagogy where I didn't find at least something I could use (or something I should avoid using) in my own science teaching, regardless of the discipline of the lecturer.
The second influence was that my graduate school had a very active Preparing Future Faculty (PFF) program. Preparing Future Faculty is a nationwide program that introduces doctoral students at research universities to faculty roles at a variety of academic institutions (community colleges, private universities, etc.), and also discusses practical things like pedagogy and how to look for an academic job. The PFF program at my campus met weekly for a year, and through the PFF program I was introduced to community colleges. Before PFF I generally thought of community colleges as the backwaters of academia, but after PFF I realized that the community college faculty role perfectly fit my preference for teaching, and that community colleges had the potential to be the best and most innovative higher-education institutions in the country. The PFF program also brought in guest lecturers who discussed pedagogy, including a talk by the best peer-instruction / group-work instructor I have ever seen.
So, at my campus there was this incredible opportunity available for graduate students to learn about pedagogy and faculty roles. Since the program was somewhat space-limited, students had to apply to get in; as far as I know I was the only member of the graduate student cohort from my department to even apply, and I was the only member of my department from my year to attend. I think there were fewer than five or ten science students in the entire program when I took it, out of probably thousands of potential students.
The lack of participation in PFF was likely due to the conflicting demands of teaching and research. The PFF courses took up hours of precious time that could be spent doing research, and since most students were already spending more hours a week on teaching than they felt they could afford, nobody wanted to participate. Additionally, since teaching was rarely an acceptable goal for graduate students in my department, I imagine that some students didn't want to appear as though they were too interested in teaching (I had one committee member tell me that I should not teach at a community college, and that he was certain I'd be back within a year or two wanting to do research).
So, the problem with training science graduate students in pedagogy is not necessarily that the training is unavailable (though this may be the case at some institutions), but rather that there is little incentive for students to avail themselves of such training. Most science graduate students know that to keep a faculty position at many institutions you must be a productive researcher pulling in grant money regularly, yet you need be only a mediocre teacher. As long as that mentality persists, it seems as though pedagogical training will never be predominant in graduate programs.