You can do:
#if MACRO0
//code...
#elif MACRO1
//code...
#endif
…where the identifier can be:
__linux__ Defined on Linux
__sun Defined on Solaris
__FreeBSD__ Defined on FreeBSD
__NetBSD__ Defined on NetBSD
__OpenBSD__ Defined on OpenBSD
__APPLE__ Defined on Mac OS X
__hpux Defined on HP-UX
__osf__ Defined on Tru64 UNIX (formerly DEC OSF1)
__sgi Defined on Irix
_AIX Defined on AIX
_WIN32 Defined on Windows