How do I check OS with a preprocessor directive?

The Predefined Macros for OS site has a very complete list of checks. Here are a few of them, with links to where they're found:

Windows

_WIN32   Both 32 bit and 64 bit
_WIN64   64 bit only
__CYGWIN__

Unix (Linux, *BSD, but not Mac OS X)

See this related question on some of the pitfalls of using this check.

unix
__unix
__unix__

Mac OS X

__APPLE__ Also used for classic
__MACH__

Both are defined; checking for either should work.

Linux

__linux__
linux Obsolete (not POSIX compliant)
__linux Obsolete (not POSIX compliant)

FreeBSD

__FreeBSD__

Android

__ANDROID__

show GCC defines on Windows:

gcc -dM -E - <NUL:

on Linux:

gcc -dM -E - </dev/null

Predefined macros in MinGW:

WIN32 _WIN32 __WIN32 __WIN32__ __MINGW32__ WINNT __WINNT __WINNT__ _X86_ i386 __i386

on UNIXes:

unix __unix__ __unix