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MinGW-w64 (GCC for Windows). Either of these work well: (1) mingw-builds or (2) rubenvb's Personal Builds: 32-bit or 64-bit.
Simply download, unzip, add to the PATH environment variable and follow the usual instructions here.
Note: don't be alarmed if you see the lib command fail. This is optional and only needed if you would like to dynamically link OpenBLAS from within Visual Studio. For further details see this page.
Mac OSX
If your CPU is Sandy Bridge, please use Clang version 3.1 and above. The Clang 3.0 will generate the wrong AVX binary code of OpenBLAS.
FreeBSD
You will need to install the following tools from the FreeBSD ports tree:
lang/gcc [1]
lang/perl5.12
ftp/curl
devel/gmake
devel/patch
To compile run the command:
$ gmake CC=gcc46 FC=gfortran46
Note that you need to build with GNU make and manually specify the compiler, otherwhise gcc 4.2 from the base system would be used.