So far the best tries are:
1.d4 e6 2.Qd3 Ke7 3.Bg5+ Kd6 4.Na3! Kd5 5.Qf5+ Kxd4 6.0-0-0, mate

and:
1.f4 f6 2.Nh3 Kf7 3.e3 Kg6 4.f5+ Kxf5 5.Bc4 g6 6.d3 e5 7.0-0, mate.

One would think that short castling must take at least four moves: one knight move, one pawn move to open for the bishop, one bishop move and castling but that isn't necessarily so because Black can capture pieces too.
The same of course goes for long castling.
For those of you still toying with symmetrical mates from my blog entry of April 5th, here are some short games I found:
Knight: 1.e4 e5 2.Nc3 Nc6 3.Nge2 Nge7 4.g3 g6 5.Nd5 Nd4 (Dia)

6.Nf6 mate
Rook: 1.Nf3 Nf6 2.Ng5 Ng4 3.Nxh7 Nxh2 4.Nxf8 Nxf1 5.Ne6 Ne3 (Dia)

6.Rxh8 mate
Bishop: 1.b3 b6 2.Bb2 Bb7 3.f4 f5 4.e3 e6 5.Be2 Be7 6.Bxg7 Bxg2 (Dia)

7.Bh5 mate
Pawn: 1.g4 g5 2.f4 f5 3.gxf5 gxf4 4.Nf3 Nf6 5.Ne5 Ne4 6.f6 f3 (Dia)

7.f7 mate
King: 1.f3 f6 2.Kf2 Kf7 3.Kg3 Kg6 4.Kh3 Kh6 5.e3 e6 6.Bd3 Bd6 7.Bg6 Bg3 8. hxg3 hxg6 (Dia)

9.Kg4 mate.
Any better?
Addendum July 12th
There is a quite readable article on Shortest Proof Games at Chessville. It appears to be the first in a series.