Almost all dependencies are automatically installed by pip, but youtube_dl still needs ffmpeg to convert video to audio, so for Windows, you can install [`Scoop`](http://scoop.sh/) and then just do:
```
$ scoop install ffmpeg
```
For OSX, you can use [`Brew`](http://brew.sh/) and do:
```
$ brew install ffmpeg
```
For Ubuntu:
```
$ sudo apt-get install ffmpeg
```
<sub><sup>Most other linux distros have `ffmpeg` or `libav-tools` in their package manager repos, so you can install one or the other for other distros.<sup><sub>