Although we do provide binaries for most common operating systems (Windows, MacOS, Linux), the easiest way to give gfortran a try might be to install a gfortran package provided by your OS vendor.
Debian
GFortran is included in Debian (since Etch) in the gfortran package. Lenny contains 4.3, Old stable (squeeze) contains GCC 4.4; stable (wheezy) and testing (jessie) GCC 4.7. Depending on the Debian version, also the packages gfortran-4.1 to gfortran-4.8 are available.
Ubuntu
GFortran is inclued in Ubuntu (since Drapper) in the gfortran package. The long-term-support (LTS) version "Lucid" has GCC 4.4; Maverick has 4.4, Natty 4.5, Oneiric and Precise Pangolin (LTS) have 4.6. Quantal Quetzal and Raring Ringtail have 4.7. While Saucy will have 4.8.
Fedora
Fedora Version
system compiler
Fedora 3 & 4
4.0
Fedora 5, 6, 7 & 8
4.1
Fedora 9 & 10
4.3
Fedora 11, 12 & 13
4.4
Fedora 14
4.5
Fedora 15 & 16
4.6
Fedora 17 & 18
4.7
Fedora 19 & 20
4.8
Fedora 21
4.9
Fedora 22
5
Red Hat Enterprise Linux / CentOS
RHEL/CentOS 5.x come with GCC 4.1; newer 5.x ship also GCC 4.3 or GCC 4.4 as technical preview. RHEL/CentOS 6 has GCC 4.4. RHEL/CentOS 7 has GCC 4.8. The Red Hat Developer Toolset allows to install newer GCC versions in parallel.
Mandriva
Contains gfortran in the gcc-gfortran package.
(open)SUSE
SUSE Version
system compiler
optional (SDK)
openSUSE 10.2
4.1.1
SUSE Linux Enterprise 10
4.1.1
openSUSE 10.3
4.2.2
openSUSE 11.0 & 11.1
4.3
SLE 11
4.3
SP1: 4.5, SP2: 4.6
openSUSE 11.2
4.4
openSUSE 11.3 & 11.4
4.5
openSUSE 12.1
4.6
openSUSE 12.2 & 12.3
4.7
SLE 12
4.8
openSUSE 13.1 & 13.2
4.8
The gfortran package on openSUSE is called gcc-fortran. Builds of various GCC versions (often including the experimental ones) for various openSUSE/SLE distributions can also be found on the openSUSE build service.