How to install all the boost development libraries?

Package libboost-all-dev installs all the development libraries. Excerpt of the package description:

This metapackage provides the complete Boost development environment, including all separately-packaged libraries.

Install it with:

sudo apt-get install libboost-all-dev

If it fails to locate the package, make sure the universe repository is enabled.

Headers are located in /usr/include/boost and libraries in /usr/lib/x86_64-linux-gnu or /usr/lib/i386-linux-gnu.

Not specific to Boost, but to get the header files (e.g.: bzlib.h) for a library, you need to install the dev packages for it:

sudo apt-get install libbz2-dev

Generally, to find in what package(s) a file is contained, use apt-file:

sudo apt-get install apt-file
apt-file update
apt-file search bzlib.h

I think there's a meta package for boost libraries though, although I don't remember the name for it.