You get the OS on a DVD when you purchase a Mac. Updates are free. Just use the system update function off the Apple menu.

Upgrades, on the other hand, are NOT free. Apple hasn't given away upgrades since version 6.x

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Why are you asking? Did you screw up your Mac and can't find the install disk? If so, just go to your local Apple store and they can re-install it for free, usually while you wait.