If using Ubuntu Oneiric or newer:
sudo apt-get install git-annex
Otherwise, see manual installation instructions.
There is a PPA with a newer version of git-annex in it, maintained by Sergio Rubio. https://launchpad.net/~rubiojr/+archive/git-annex
Warning: The version of git-annex shipped in Ubuntu Oneiric has a bug that prevents upgrades from v1 git-annex repositories. If you need to upgrade such a repository, get a newer version of git-annex.