Provision using recent git (first encountered with 4.0.0alpha19-GIT-b6fcac6 but still present) produces an error when ran as per the Howto:

root@mydc:/# /usr/local/samba/sbin/provision --realm=mydomain.local --domain=MYDOMAIN --adminpass=password --server-role=dc
Traceback (most recent call last):
  File "/usr/local/samba/sbin/provision", line 262, in <module>
    useeadb=eadb, next_rid=opts.next_rid, lp=lp)
  File "/usr/local/samba/lib/python2.6/site-packages/samba/provision/__init__.py", line 1663, in provision
    eadb=useeadb, lp=lp, server_services=server_services)
  File "/usr/local/samba/lib/python2.6/site-packages/samba/provision/__init__.py", line 648, in make_smbconf
    shares["sysvol"] = os.path.join(global_settings["state directory"],
KeyError: 'state directory' 

Workaround exists whereby you need to specify the target directory, eg. --targetdir=/usr/local/samba (thanks Gianni L on samba-technical) but would expect this to default if not specified.