Here are links to some of the prebuilt Mercurial packages that are available. If a binary package for your system isn't available here, try grabbing the source from the Download page.
Contents
Any system with modern Python and SetupTools installed
If you have modern Python installed, you can install newest mercurial using easy_install:
easy_install -U mercurial
This is also probably simplest way to install mercurial newer than the one provided by your distribution.
If you have some Python, but do not have easy_install, grab it from http://peak.telecommunity.com/DevCenter/EasyInstall
Note: comparing to packaged distributions like those enumerated below, this method does not setup /etc/mercurial, so no extensions are enabled by default.
GNU/Linux (.deb)
Debian unstable 1.0 - packages for Debian unstable
Debian testing 1.0 - packages for Debian testing
Debian stable 0.9.5 - packages for Debian stable (backported from testing)
Debian - package page of Mercurial's Debian maintainer
Ubuntu Edgy - 0.9.1
Ubuntu Feisty - 0.9.3
Ubuntu Gutsy - 0.9.4 (see how to backport 0.9.5 to Gutsy)
Ubuntu Hardy - 0.9.5
UBC DSG Ubuntu mirror - 0.9.3 (add deb http://dsg.cs.ubc.ca/apt edgy dsg to /etc/apt/sources.list)
GNU/Linux (.rpm)
Fedora 8 includes Mercurial - install with yum install mercurial. Beta releases can be tracked here
Fedora Core5 Extras 0.9.1
Fedora Core6 Extras 0.9.3
Ark Linux always contains a current mercurial package. Ark Linux users should simply apt-get update; apt-get install mercurial. Users of other distributions can find the packages (which should work on pretty much any RPM based distribution that has Python 2.4) here.
OpenPKG - lists 0.9.3, though 0.9.4 is downloadable
CentOS 4.5 - latest released version 0.9.4.
CentOS release 5 (final) - yum install mercurial from rpmforge repository, latest stable (1.0)
GNU/Linux (others)
T2 SDE package of official releases
Slackware 12.0 - 0.9.4 official package
Optware cross compilation ipk - latest for Python 2.4 and 2.5
Solaris
sunfreeware.com - SPARC/Solaris 7-10 packages, x86/Solaris 8-10 packages - 0.9.5
BSD
FreeBSD Mercurial port (port-webdir). i386 package: mercurial-1.0.tbz.
Requires python25 (i386 package: python25-2.5.2_1.tbz). Use pkg_add for installing.
Windows
Windows installer - latest released 1.0, previous builds, snapshots
TortoiseHg all-in-one installer with MS-Explorer integration. Version 0.3 includes Mercurial snapshot from Feb 1, 2008
Windows installer - latest released version 0.9.5 (unofficial)
cygwin can install mercurial.