How do I install g++ on MacOS X?

That's the compiler that comes with Apple's XCode tools package. They've hacked on it a little, but basically it's just g++.

You can download XCode for free (well, mostly, you do have to sign up to become an ADC member, but that's free too) here: http://developer.apple.com/technology/xcode.html

Edit 2013-01-25: This answer was correct in 2010. It needs an update.

While XCode tools still has a command-line C++ compiler, In recent versions of OS X (I think 10.7 and later) have switched to clang/llvm (mostly because Apple wants all the benefits of Open Source without having to contribute back and clang is BSD licensed). Secondly, I think all you have to do to install XCode is to download it from the App store. I'm pretty sure it's free there.

So, in order to get g++ you'll have to use something like homebrew (seemingly the current way to install Open Source software on the Mac (though homebrew has a lot of caveats surrounding installing gcc using it)), fink (basically Debian's apt system for OS X/Darwin), or MacPorts (Basically, OpenBSDs ports system for OS X/Darwin) to get it.

Fink definitely has the right packages. On 2016-12-26, it had gcc 5 and gcc 6 packages.

I'm less familiar with how MacPorts works, though some initial cursory investigation indicates they have the relevant packages as well.

Download Xcode, which is free with an ADC online membership (also free):

http://developer.apple.com/technology/xcode.html