If there's one opening that could be called a sucker's opening, it would be this one. The move g4 develops nothing and weakens the kingside. The few proponents of this opening seem to do well against players who take one look at it and scoff without realizing the potential danger that arises from such an attitude. If one as Black approaches this opening from the viewpoint of simply playing the position and not getting all flustered that someone would throw such rubbish your way, there is no reason in the world that Black shouldnt at least be able to draw and potentially have a chance at victory.
Opening Moves
1.g4 e5 (one could also choose 1...d5 and probably do just fine, but I agree with Andrew Martin that a Grob player is looking forward to that move more than this one)
Choices are:
2.Bg2
2.d4
2.h3
2.d3
2.Nf3
2.e3
2.Bg2 h5
2.d4 exd4
2.h3 Ne7
2.d3
2.Nf3
2.e3
Sources: