Dependencies

Always use the highest version available that conforms to these dependencies, as newer versions usually have security and performance benefits.
Note: Berkeley DB is only necessary if you are building the daemon (or installing libcoin).

Dependency	Version	Name on Debian/Ubuntu	Name on Arch	Name on Homebrew
Boost	min. 1.54 max 1.65.1	libboost-all-dev	boost	boost
Berkeley DB	min. 5.0 max 6.1.29	libdb++-dev libdb-dev	db	berkeley-db
OpenSSL	min. 1.0.1 max 1.0.2	openssl libssl-dev	openssl-1.0	openssl

Build tools for Linux & macOS: cmake, make, and a C++ compiler such as GCC or Clang
Build tools for Windows: cmake, and a C++ compiler such as MSVC

Windows downloads

Visual Studio 2017 - Comes with the MSVC compiler if you select "Desktop Development with C++" when installing.
Cmake
Boost - Click the version, then Files, and install a version with a msvc-14.1 suffix
OpenSSL - Install the full (not light) version.
Berkeley DB - Remove otn/ from your download link to avoid making an account.

macOS downloads

Homebrew package manager - Make sure to follow the setup guide on their website.

Homebrew downloads an incompatible Berkeley DB and Boost version, so run the following

brew install https://raw.githubusercontent.com/Homebrew/homebrew-core/1e62c645b2fc2d82042d9f7c364c6a246f2e11ed/Formula/berkeley-db.rb
brew pin berkeley-db
brew install https://raw.githubusercontent.com/Homebrew/homebrew-core/188bde41fe941f86a6937b6ab6a646a54431f2a3/Formula/boost.rb
brew pin boost

This installs Berkeley DB v6.1.26, Boost v1.65.1, and makes sure you don't accidentally upgrade by pinning them.