You can install it from sources. Here's a recipe you might try:
0) Install Xcode + "Unix Development"
a) Get the Xcode .dmg from http://connect.apple.com. You'll need to join the site first; it's free for the "online" membership
which is all you need to get Xcode. Look under the "Developer tools" section in the downloads pane.
-- For Tiger (10.4), you'll want Xcode version 2.5
-- For Leopord (10.5), you'll want Xcode version 3.1.3
-- For Snow Leopard (10.6), you'll want Xcode version 3.2
b) Open the .dmg and run the installer
c) On the "installation type" pane, click the "customize" button
and make sure the "Command Line Support" option is checked
d) Click through and let the installer run
e) Unmount the Xcode .dmg
1) Install X11
a) Download from http://www.apple.com/downloads/macosx/apple/macosx_updates/x11formacosx.html
b) Run the installer, etc.
2) Install MacPorts
a) Go to http://www.macports.org/install.php and get the right dmg for your version
of OS X. The links are near the top of the page under the heading "Installing MacPorts"
b) Run the installer, etc.
3) Start X11
If you previously started X11, shut it down and restart it.
This should open an xterm window. If not select "File -> Terminal" to open one.
Use this window to enter the commands in the following steps.
4) type: which port
It should reply "/opt/local/bin/port"
If not, type: source ~/.profile
then try again.
5) type: sudo port sync
It will ask for your password. The following steps may also
ask for your password, depending on how long the delay is
between typing them.
6) type: sudo port install gmake@3.81
7) type: sudo port install ocaml
8) type: sudo port install camlp5 use_parallel_build=no
9) type: sudo port install gtk-doc
10) type: sudo port install lablgtk2
11) type: sudo ln -s /opt/local/bin/gmake /opt/local/bin/make
12) type: sudo port install coq build.cmd=/opt/local/bin/gmake
13) type: /opt/local/bin/coqide &
14) (optionally)
type: sudo rm /opt/local/bin/make
To remove the symlink we made in step 11