I’ve recently switch to vim-plug, a lightweight Vim plugin manager.

It comes with a little .vimrc snippet which downloads the plugin, but it only works for Unix. I use Vim across all three platforms regularly, so I updated the snippet:

" Download and install vim-plug (cross platform).
if empty(glob(
    \ '$HOME/' . (has('win32') ? 'vimfiles' : '.vim') . '/autoload/plug.vim'))
  execute '!curl -fLo ' .
    \ (has('win32') ? '\%USERPROFILE\%/vimfiles' : '$HOME/.vim') . 
    \ '/autoload/plug.vim --create-dirs ' .
    \ 'https://raw.githubusercontent.com/junegunn/vim-plug/master/plug.vim'
  autocmd VimEnter * PlugInstall --sync | source $MYVIMRC

The above should work across all three major OSes, since Windows 10 recently received curl support.