CHANGES says support for OS X was added in TBB 4.0 Update 4 and further improved in TBB 4.1 Update 3 (those are stable releases).
Use on GNU/Linux has been demonstrated, but is not yet supported.
For windows we do not have a contribution for clang yet. but I think it should not be very difficult comparing to mingw's gcc. So if you make it please submit it via http://threadingbuildingblocks.org/submit-contribution