We've already explained how to create a custom audience for Facebook based on the FB pixel. Here's a quick tutorial to do the same for Google Adwords via Google Analytics.
Obviously you first need to open a Google Analytics account and a Google Adwords Account (go for the full configuration, not Adwords Express).
In order to be able to link Google Analytics AND Google Adwords both accounts have to be created using the same Google Account (same gmail address).
If for some reason you've created the 2 accounts with different Google credentials, no worries, there's a easy workaround. Go to the ADMIN section of Google Analytics (bottom left), and add the user credentials (Gmail email address) of your Google Adwords account first in the 3rd section (VIEW) and then in the 2nd section (PROPERTY). Then open Google Analytics from the Google Account you used for Google Adwords (easy to switch accounts at the top right of GA).
Go back to PROPERTY in ADMIN, then ADWORDS LINKING. Link your GA account with your Adwords Account.
Then go to AUDIENCE DEFINITIONS, still under PROPERTY.
Expand and click on AUDIENCES. Choose ALL USERS (for all visitors).
Then name your audience (note: you'll see on the right the size of this audience for the last 7 days, a nice way to check the validity of your selection).
Bear in mind that Google Analytics can only populate the audience with up to 30 days of traffic activity by default.
So create it asap to be able to use for retargeting purposes.Then you'll choose the audience destination = where you want to make it available: adwords and/or analytics.
If you add it to Google Analytics you'll be able to use it as a filter in your Analytics segments.Using audiences to create a segment filter in Google Analytics
Please note that you can create your own audience definition from scratch by choosing CREATE NEW in the audience definition screen above.
You'll see a modal pop up where you'll be able to create any kind of audience segmentation, based on user data & user behaviour.
Your audiences will be available for retargeting purposes in your Adwords Search & Display campaigns under PEOPLE at the end of the campaign creation flow.
Here's an example for the audience I've just created.