GNU Octave 4.0.3 was released July 2, 2016. Please read the announcement on the front page of the Octave web site.

GNU/Linux systems

Executable versions of Octave for GNU/Linux systems are provided by the individual distributions. Distributions known to package Octave include: Debian, Fedora, Gentoo, and SuSE. These packages are created by volunteers. The delay between an Octave source release and the availability of a package for a particular GNU/Linux distribution varies. The Octave project has no control over that process.

BSD systems

Executable versions of Octave for BSD systems are provided by the individual distributions. Both FreeBSD and OpenBSD have Octave packages. These packages are created by volunteers. The delay between an Octave source release and the availability of a package for a particular GNU/Linux distribution varies. The Octave project has no control over that process.

OS X

The Wiki has some instructions for installing Octave on OS X systems.

Windows

Windows binaries with corresponding source code can be downloaded from https://ftp.gnu.org/gnu/octave/windows/

Sources

The latest released version of Octave is always available from ftp://ftp.gnu.org/gnu/octave.

If you are interested in working with the latest version of the Octave sources, check out the resources for developers.