I've played my GM40 through a Marshall 1960B (the straight version of the 1960A). Sounded pretty damn good - much better than through the Mesa I tried. I'd say it's a decent match, if you've got a 1960 and are thinking about getting the GM40.
I have my H&K GM40 running through a Marshall 1960A cab and love the sound I'm getting. I have no experience running through anything else so can't make any statements how it compares to other cabs.