Headers Including Each Other in C++

By "the macros" I assume you mean the #ifndef include guards? If so, #includes should definitely go inside. This is one of the major reasons why include guards exists, because otherwise you easily end up with an infinite recursion as you noticed.

Anyway, the problem is that at the time you use the A and B classes (inside the other class), they have not yet been declared. Look at what the code looks like after the #includes have been processed:

//#include "A.h" start
#ifndef A_H_
#define A_H_

//#include "B.h" start
#ifndef B_H_
#define B_H_

//#include "A.h" start
#ifndef A_H_ // A_H_ is already defined, so the contents of the file are skipped at this point
#endif /*A_H_*/

//#include "A.h" end

class B
{
    private:
            A& a;

    public:
            B(A& a) : a(a) {}
 };

#endif /*B_H_*/

//#include "B.h" end

class A
{
    private:
            B b;

    public:
            A() : b(*this) {}
};

#endif /*A_H_*/
//#include "A.h" end

int main()
{
    A a;
}

Now read the code. B is the first class the compiler encounters, and it includes an A& member. What is A? The compiler hasn't encountered any definition of A yet, so it issues an error.

The solution is to make a forward declaration of A. At some point before the definition of B, add a line class A;

This gives the compiler the necessary information, that A is a class. We don't know anything else about it yet, but since B only needs to include a reference to it, this is good enough. In the definition of A, we need a member of type B (not a reference), so here the entire definition of B has to be visible. Which it is, luckily.

And just to be clear, in general, where should #include statements go?

Inside the include guards, for the reason you mentioned.

For your other problem: you need to forward-declare at least one of the classes, e.g. like this:

#ifndef B_H_
#define B_H_

// Instead of this:
//#include "A.h"

class A;

class B
{
    private:
            A& a;

    public:
            B(A& a) : a(a) {}
 };

#endif /*B_H_*/

This only works for declarations though: as soon as you really use an instance of A, you need to have defined it as well.

By the way, what Nathan says is true: you can't put class instances into each other recursively. This only works with pointers (or, in your case, references) to instances.

In such situations, i create a common header to be included in all sources with forward declarations:

#ifndef common_hpp
#define common_hpp

class A;
class B;

#endif

Then the individual class header files typically don't need any #includes to reference other classes, if all that's needed are pointers or references to those classes. Half the time though there are other goodies in those headers, but at least any problem with circular references are solved with common.hpp