How to fix Arduino 'U8glib.h: No such file or directory'

Problem:

You want to compile an Arduino sketch, but you see an error message like

In file included from sketch/ultralcd.cpp:96:0:
ultralcd_impl_DOGM.h:46:20: error: U8glib.h: No such file or directory
compilation terminated.
exit status 1
U8glib.h: No such file or directory

Solution

In Arduino, click on the Tools menu, then click on Manage libraries. Now enter u8glib into the search bar an press Enter.

Scroll down to the U8glib library, hover over it with your mouse and click Install on the bottom right. Now the error should be gone.