Some people may not be aware, but "download" means to retrieve off a network server. In the discussion below the network refers to the internet, and the server in question is Apple's server.
If the source is Apple http://support.apple.com/downloads/ and http://www.info.apple.com/support/oldersoftwarelist.html you can download updates to your operating system, assuming you meet the requirements given on the download page. Any source outside of Apple is suspect, and you should inquire on Apple Discussions before attempting to download such updates to determine if your update is able to be applied to your system.
The following are the latest operating systems systems available for free download:
6.0.8 from any previous OS (applies to 128k, 512k, 512ke),
7.5.5 from any previous OS (applies to original II, Plus, LC, Portable, and Powerbook 100, SE/30, Classic) if your machine has the proper enablers.
7.6.1 from 7.6 (applies to all 68030 Motorola)
8.1 from 8.0 (applies to all 68040 Motorola)
8.6 from 8.5 and 8.5.1
9.2.2 (applies to select G4s, G5s, all G3s, except original 250 Mhz Powerbook from November 10, 1997 through March 14, 1998) from 9.0, 9.0.2, 9.0.4, 9.1 (applies to all PowerPC pre-G3 except some 54xx, 53xx, 52xx, 64xx, 63xx, 62xx series, and original 250 Mhz Powerbook G3), 9.2.1. Some G4s did not come prebundled with 9.2.2, and could be upgraded to 9.2.2, the ones which didn't were released after July 2002. Of those that had 9.2.2 included, only a few could boot into 9. No G5 could boot into 9, but all could run Classic.
Mac OS X 10.0.4 from 10.0.0, 10.0.1, 10.0.2, 10.0.3 (all G3s, except original Powerbook G3/250 which couldn't install any Mac OS X, and iMac Summer 2001 which could only install 10.2 or later in terms of Mac OS X)
Mac OS X 10.1.5 from 10.1.1, 10.1.2, 10.1.3, 10.1.4 (all G3s, except original Powerbook G3/250 which couldn't install any Mac OS X, and iMac Summer 2001 which could only install 10.2 or later in Mac OS X version)
Mac OS X 10.2.8 from 10.2.0 through 10.2.7. (all G3s, except original Powerbook G3/250 which couldn't install any Mac OS X)
Mac OS X 10.3.9 from 10.3.0 through 10.3.8. (all USB G3s except some Powerbook Bronze keyboard)
Mac OS X 10.4.11 from 10.4.0 through 10.4.10 (all Firewire built-in with Firewire DVD* or built-in DVD drive PowerPC Macs, and pre-October 26, 2007 Intel Macs**)
Mac OS X 10.5.8 from 10.5.0 through 10.5.7 (all 867 Mhz or faster built-in processor PowerPC, and Intels prior to August 28, 2009)
Mac OS X 10.6.8 from 10.6.0 through 10.6.7 (all Intel Macs***)
Mac OS X 10.7.1 from 10.7.0 (Intel Core2Duo, Xeon, Core i processor Macs)
If the right hand side operating systems on the rows above do not list your operating system, you will need to buy one of those intermediate operating systems retail, assuming your machine allows that operating system by specs.
That means you can't directly update from 10.5.8 to 10.6.1,
You can't directly update from 10.4.11 to 10.5.8
etc without purchasing the intermediate retail update on a CD or DVD or floppy. This does not mean that some operating systems can't be skipped when upgrading from one retail to another. A person buying 10.6 retail can install on top of 10.4.4 or later, as long as it is an Intel Mac without having to purchase 10.5. A person buying 10.7 USB flash drive can install on an erased hard drive of any Intel Mac that shipped with 10.4.4 or later and has 2 GB of RAM, though has to have 10.6.6 or later to upgrade and install to 10.7. If uncertain if a possible skip is possible, ask on the discussion forum relevant to the upgrade.
* Blue and White G3s, and PCI PowerMac G4s could not boot off an external DVD drive, but could have these operating systems installed if they had a built-in DVD drive, or you are able to find the limited edition Media Exchange Program CD-ROM version of 10.4.
** Intel Macs could only have 10.4 installed from the prebundled discs that came with them, and no retail 10.4 would install.
*** March 15, 2010 to July 19th 2011 Macs could not install the retail 10.6, but could install Lion retail.
Note: Additional limitations like above are indicated in Apple article: http://support.apple.com/kb/HT2186