The final episode of Telltale's The Walking Dead, No Time Left, is out now on the PlayStation 3 through the PlayStation Network.
It will be out on European PSN, Xbox 360 through Xbox Live Arcade, PC, Mac, and even iOS tomorrow. Additionally, all five episodes will be released on disc at retail stores for Xbox 360 and PlayStation 3 in North America on December 5th.
Update (November 21, 2012): It's out everywhere now already, including Telltale's store.