In my newly-installed Mountain Lion system: when I try to run CrossOver, which requires X11, I get the following error message:

Apple's Web Page indicates that this is not the expected behavior:

X11 install on demand

X11 on Mountain Lion now uses install on demand. When you first launch an app that requires X11 libraries, you are directed to a download location for the most up-to-date version of X11 for Mac.

Does anyone know how to download X11 for Mountain Lion?

If Apple's dialog for X11 does not appear, you can grab the package directly from the XQuartz website.

Version 2.7.1 was the first to support Mountain Lion, but 2.7.2 is the current release as of this writing.

Normally, Mountain Lion should show the following window:

Clicking Continue just takes you to http://support.apple.com/kb/HT5293, so simply go there for official instructions for installing X11.