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All tagged versions can be downloaded from github. We try to have zero bugs, so a checkout from the master branch is almost always sane and often preferred. Detailed instructions for installing on various operating systems can be found in the README.
If you're running Linux on Intel or AMD (IA64/amd64) you may find some recent precompiled binaries at http://finance.yendor.com/ML/VW/Binaries/ these binaries are statically-linked (including all required libraries) so they should work on any Linux distribution.
Mac OS-X on may have a (hopefully recent) precompiled binary in homebrew. Try
brew install vowpal-wabbit
We provide precompiled binaries for Windows packaged as MSI installer downloadable from here.