On proprietary operating systems, it is hard to determine if they are tampered with. Typically, they also require non-free compilation tools that can be hard to obtain for users.

The good news is that for some cases, we have free software tools which are able to cross-compile software for proprietary operating systems on free operating systems. Both Bitcoin and Tor Browser have pioneered the technique to build their Windows and Mac OS X versions.

Windows

For Windows, mingw-w64 will build Windows binaries on POSIX compatible operating systems.

NSIS can be used to create integrated installation package.

Both are readily available in several free software distributions.

Mac OS X

crosstool-ng should work to build software for Mac OS X. Sadly this seems to require a non-redistributable part of the Apple SDK. It can be extracted from XCode which can be downloaded at no charge.

Software from Mac OS X is often distributed as disk images (.dmg) which can be created under GNU/Linux, but it seems to require multiple tools at the moment.