I have been trying to download the platform-independent version of Lazarus but I keep getting a 404 error. I believe the error lies in the problematic filepath that has been chosen for this file:
http://sourceforge.net/projects/lazarus/files/Lazarus Zip / GZip/lazarus-0.9.26.2-0.tgz
"Lazarus Zip / Gzip" would be parsed as two directories on Unix/Linux, not one as is the intention here. I don't know what the sourceforge servers are running.
I have no problems downloading other versions, like the windows version:
http://sourceforge.net/projects/lazarus/files/Lazarus Windows 32 bits/lazarus-0.9.26.2-fpc-2.2.2-cross-arm-wince-win32.exe
As a directory name, "Lazarus Windows 32 bits" is not a problem.