I'm trying to get my Sphinx documentation build correctly and have cross-references (including those from inherited relations) work right.
In my project, I have a situation which is depicted in the example below, which I replicated for convenience on this github repo:
$ tree .
.
├── a
│   ├── b
│   │   └── __init__.py
│   └── __init__.py
├── conf.py
├── index.rst
└── README.md
In a.b.__init__, I declare classes A and B. B inherits from A. In a.__init__, I import A and B like: from .b import A, B. The reason I do this in my real projects is to reduce the import paths on modules while keeping implementation of specific classes in separate files.
Then, in my rst files, I autodoc module a with .. automodule:: a. Because a.b is just an auxiliary module, I don't autodoc it since I don't want to get repeated references to the same classes and not to confuse the user on what they should be really doing. I also set show-inheritance expecting a.B will have a back link to a.A.
If I try to sphinx-build this in nit-picky mode, I'll get the following warning:
WARNING: py:class reference target not found: a.b.A
If I look at the generated documentation for class B, then I verify it is not properly linked against class A, which just confirms the warning above.
Question: how do I fix this?
Sphinx uses the value of the __module__ attribute to figure out the name of the module in which a class/function/method was defined (see https://docs.python.org/2/reference/datamodel.html#the-standard-type-hierarchy). Sometimes this is not what you want in the documentation. 
The attribute is writable. Your problem can be fixed by adding this line in a/__init__.py:
A.__module__ = "a"
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