WHAM
I have written a fast, memory efficient implementation of the Weighted Histogram Analysis Method (WHAM). I've compiled and tested on a number of platforms and it's vanilla ANSI C, so the odds are good it'll work almost anywhere (or at least anywhere sufficiently unix-like). It is released under the GPL and BSD licenses, so you can take your pick of whichever you're more comfortable with. However, if you're using the code, I'd appreciate it if you'd let me know. Suggestions, patches, and complaints are welcome (alan_grossfield [AT] urmc.rochester.edu). I wrote this code for my own purposes, but several groups now use it, and I think it's pretty solid.
The current version of the source is available here. A fairly detailed manual is also included (pdf also available). (Note: if you download the docs, you'll need to rerun latex2html to get the html docs correct; the pdf will be present out of the box). If you still have questions after reading it, you can contact me (alan_grossfield [AT] urmc.rochester.edu) and I'll do my best to help.
For a simple discussion of the theory and practice of using WHAM to compute PMFs, you are welcome to download the notes from a talk I gave.
WHAM