Tab key sometimes fails to autocomplete in Go To Folder… sheets in Mountain Lion
If the asynchronous progress indicator spins, in the sheet, immediately after you key Tab then something is ongoing and you can wait for the operating system to get what it needs from the file system. 

For example, a wait of maybe seven seconds between the following screenshots: 






If the problem is without a progress indicator, then see whether the 
Console view of all messages presents anything of interest at the time of the problem. 



If nothing of relevance is visible in Console, then you can run mddiagnose to gather information, some of which may help someone to diagnose. 

mddiagnose(8) OS X Manual Page