Linux

# CentOS

sudo yum -y update
sudo yum -y install centos-release-SCL  # the package is part of CentOS Extras repository
sudo yum -y install python27
source /opt/rh/python27/enable
virtualenv my_venv
source my_venv/bin/activate
# Ubuntu

sudo apt-get update
sudo apt-get install virtualenv
virtualenv my_venv
source my_venv/bin/activate

Mac OS X

easy_install virtualenv
virtualenv my_venv
source my_venv/bin/activate

Windows

Download Python installer and install making sure you check the Add Python 3.5 to PATH checkbox. In cmd.exe run:

pip install virtualenv
virtualenv my_venv
my_venv\Scripts\activate