If your Linux distribution does not have git-annex packaged up for you, you can either build it fromsource, or you can use a handy prebuilt tarball of the most recent release.
This tarball should work on most Linux systems. It has basically no dependencies and is self-contained.
- x86-32: download tarball
- x86-64: download tarball
- arm: download tarball
To use, just unpack the tarball, cd git-annex.linux and run ./runshell
-- this sets up an environment where you can use git annex, as well
as everything else included in the bundle.
Alternatively, you can unpack the tarball, and add the directory to your
PATH, or symlink the programs in the directory to a directory in your
PATH. This lets you use git annex, without overriding your system's
own versions of git, etc.
The arm version can be installed on NAS devices and other embedded ARM linux systems.
- Synology NAS and git annex
- forum thread
autobuilds
A daily build is also available, thanks to Mesar Hameed and the University of Bath CS department.
- x86-32: download tarball (build logs)
- x86-64: download tarball (build logs)
- arm: download tarball (build logs)

The arm binaries are ARMv6; they're built on a Debian armel system.
Obviously there is a lot of variation in ARM instructions sets. Like Debian, we're shooting for lowest common denominator here.
(Note: I'm going to be moving your comment and this one to the place you should have posted it...)