Solution 1:

Grant's answer is good, but there is a problem.

If the user logs out, the auth.idToken Observable emits a value because the token value changes to null. The request object remains unchanged (but still initialised), and so the HTTP request is repeated.

I used take(1) to take only the first value emitted by the auth.idToken Observable. I also changed to switchMap (see take):

intercept(request: HttpRequest<any>, next: HttpHandler): Observable<HttpEvent<any>> {

   return this.auth.idToken.pipe(
      take(1), // <-------------- Only emit the first value!

      switchMap((token: any) => {
        if (token) {
          request = request.clone({
            setHeaders: { Authorization: `Bearer ${token}` }
          });
        }
        return next.handle(request);
      })

    );
}

Solution 2:

This works for me since upgrading to Angular 6 / RxJS 6. Here's my interceptor:

import { Injectable } from '@angular/core';
import { AngularFireAuth } from '@angular/fire/auth';
import {
  HttpRequest,
  HttpHandler,
  HttpEvent,
  HttpInterceptor
} from '@angular/common/http';
import { Observable } from 'rxjs';
import { mergeMap } from 'rxjs/operators';

@Injectable()

export class TokenInterceptor implements HttpInterceptor {

  constructor(
    private auth: AngularFireAuth
  ) {
    console.log('token interceptor constructor');
  }

  intercept(request: HttpRequest<any>, next: HttpHandler): Observable<HttpEvent<any>> {
    return this.auth.idToken.pipe(
      mergeMap((token: any) => {
        console.log(token);
        if (token) {
          request = request.clone({ setHeaders: { Authorization: `Bearer ${token}` } });
        }

        return next.handle(request);

    }));
  }
}