Building on Ubuntu

Ubuntu 16.04

sudo apt-get install build-essential git cmake pkg-config \
libbz2-dev libstxxl-dev libstxxl1v5 libxml2-dev \
libzip-dev libboost-all-dev lua5.1 liblua5.1-0-dev libluabind-dev libtbb-dev

Ubuntu 15.10

sudo apt-get install build-essential git cmake pkg-config \
libbz2-dev libstxxl-dev libstxxl1v5 libxml2-dev \
libzip-dev libboost-all-dev lua5.1 liblua5.1-0-dev libluabind-dev libtbb-dev

Ubuntu 15.04

sudo apt-get install build-essential git cmake pkg-config \
libbz2-dev libstxxl-dev libstxxl1 libxml2-dev \
libzip-dev libboost-all-dev lua5.1 liblua5.1-0-dev libluabind-dev libtbb-dev

Ubuntu 14.04+

sudo apt-get install build-essential git cmake pkg-config \
libbz2-dev libstxxl-dev libstxxl1 libxml2-dev \
libzip-dev libboost-all-dev lua5.1 liblua5.1-0-dev libluabind-dev libtbb-dev

Earlier Ubuntu versions

You're pretty much on your own here: you need to update CMake, your compiler and have to compile every C++ dependency locally against your new compiler yourself.