Trimok is correct. Insofar as gravitation is a field theory with physical things represented by conserved quantities, there is no conserved energy tensor in GR. Another way to look at it is to simply assume energy must also exist in GR, and then deduce that because there is no tensor representation of it, then it must be non-local. Energy can disappear here and appear there without having traversed the intervening space. This was Dirac's point of view (see his little book on GR).
My own point of view is that GR as it stands is not a complete theory. Maxwell-Lorentz electrodynamics is a complete theory - one has field equations driven by conserved currents and from these you can construct a conserved energy tensor. One side says how the fields act on currents, the other how currents generate fields. GR does not have this two-sided aspect - one knows how energy, the current aspect of GR, generates the gravitational field but not how the field acts on energy, because the latter does not have a conservation law, even globally.
The solution to this impossible situation sought by Einstein his entire life is to remove the dichotomy between field and current. He hoped to find a representation of matter in which matter itself appears as an aspect of geometry and is not put in by hand on the right side. Such a theory would appear like
f(R);m = 0
where f(R) is some combination of curvature covariants in some broader manifold and ;m is covariant differentiation in that manifold. It turns out that Weyl's extension of Riemannian geometry provides just such a representation, but in 6 and not 4 dimensions. So one can have a 6d world with no posited matter, a vacuum - this world then splits in the large into a 4d world with the other 2 dimensions representing matter that is "in" that 4d world. But conceptually, both apparently empty space and apparently dense matter are just different states of a more encompassing 6d vacuum. You can read about it here: