Download link to osm2pgsql
Personally, I am still using the May 2013 build of Dominik Perpeet from http://www.customdebug.com/osm2pgsql/ but the server is currently down.
You can follow the latest development of the Windows build at
https://github.com/openstreetmap/osm2pgsql/issues/17
The issue features three different versions, two from onepromise via vanguard.houghtonassociates.com and one from alex85k via dropbox
The first source offers mingw and cygwin builds, which can be found under
OSM-MINGW64OSM2PGSQL and OSM-OSM2PSQL
Current latest builds are #38 for mingw and #95 for cygwin. Downloads are available if you click on the build Number (if it is green), then the in the Artifact tab
The mingw version depends on some dlls from mingw64: libgcc_s_seh-1.dll and libwinpthread-1.dll which are not included. mingw64 is avaliable from http://win-builds.org/download.html using the package manager.
Unfortuantely, the mingw version does not work for me because it cannot connect to the postgreSQL server (which works with all other versions osm2pgsql and QGIS).
The cygwin version needs -H localhost added to the command line to run, but the cache size is limited to --cache 2000. This is less than the old build can work with.
The version from alex85k is built with MS VC++ compiler and supposed to be faster. The latest build from 26.10.2014 works for me, no tweaks on the command line necessary.
The build from 15.Sep does not work.
The latest osm2pgsql Windows builds (June/2018):
x86: https://ci.appveyor.com/api/projects/openstreetmap/osm2pgsql/artifacts/osm2pgsql_Release_x86.zip?job=Environment%3A%20arch%3Dx86
x64: https://ci.appveyor.com/api/projects/openstreetmap/osm2pgsql/artifacts/osm2pgsql_Release_x64.zip?job=Environment%3A%20arch%3Dx64