The Cog VM is available from the Squeakvm subversion repository:
svn co http://www.squeakvm.org/svn/squeak/branches/Cog
You can find unofficial pre-built VMs under http://www.mirandabanda.org/files/Cog/VM/.
The closure compiler is the standard compiler in Squeak 4.1 and Pharo.
To get going with Cog you’ll need an up-to-date Squeak or Pharo image. Then you can either check-out the sources and build for your platform (the JIT is currently working on x86 Mac OS X, Win32, x86 linux and x86 FreeBSD), or download one of the pre-buit VMs.
Obsolete unless you’re trying to bootstrap closures into an old Squeak version:
Files for the Closure Compiler Bootstrap tested using Croquet.1.0.18 & Squeak 3.9-final-7067.
The bootstrap last was updated on 2008/11/14.