I can\'t seem to find a compiler/plugin for mono. Does one exist?
For reference, there are now Linux (.deb and .rpm) packages and a Mac OS X installer available at http://fsxplat.codeplex.com/ which will save you the work of having to manually copy around files and make your own launcher scripts.
Joe Pamer, one of the F# compiler authors, helped me get this working back in July, I wrote up the steps here: http://saladwithsteve.com/2010/07/building-fsharp-on-the-mac.html
In 2019, a lot of these earlier answers are outdated. No need for zip files or the like.
From Ubuntu 19.04 onwards, i.e. disco
you can now install packages with:
sudo apt-get install mono-complete fsharp
That gives you the F-sharp compiler at /usr/bin/fsharpc
Alternatively, if you want the latest, you can add the Mono repository and pull packages from there, as detailed at:
https://www.mono-project.com/download/stable/#download-lin