It's primarily a Linux/Unix application, of course, but Mac OSX is Unix under the hood, so it runs emacs natively, and the console version, not the GUI version, is even provided free with new Macs. Open a new Terminal window (look in your applications folder) and enter the command "emacs" (no quotes of course) at the prompt, and emacs will start. But there's a better option. Enrico Franconi (www.inf.unibz.it/~franconi/mac-emacs) has developed a fully carbonized version of emacs which provides the best of all possible unions between emacs and the Mac OSX operating system. The Mac menubar overhead takes the emacs menu, the program interacts perfectly with the Mac clipboard, and you can launch it directly from the OSX Dock. Moreover, the Apple Command key ("flower") serves as "Alt" (shown as M- in this document), which is far more convenient than reaching for the Escape key as you have to do otherwise. This was essentially a one-man effort and a fine example of how the open-source software model provides software because empowered and impassioned individuals make it happen.
Plain old emacs runs on Windows, but with some trouble, while there's a very good port of Xemacs that installs painlessly. Equally painless is the Windows NT port of emacs, available at www.gnu.org/software/emacs/windows/ntemacs.html.