Update September 26, 2016:

As @Taytay's answer says, instead of the 'typings' installations that we used a few months ago, we can now use:

npm install --save @types/lodash

Here are some additional references supporting that answer:

• https://www.npmjs.com/package/@types/lodash
• TypeScript typings in NPM @types org packages

If still using the typings installation, see the comments below (by others) regarding '''--ambient''' and '''--global'''.

Also, in the new Quick Start, config is no longer in index.html; it's now in systemjs.config.ts (if using SystemJS).

Original Answer:

This worked on my mac (after installing Angular 2 as per Quick Start):

sudo npm install typings --global
npm install lodash --save 
typings install lodash --ambient --save

You will find various files affected, e.g.

• /typings/main.d.ts
• /typings.json
• /package.json

Angular 2 Quickstart uses System.js, so I added 'map' to the config in index.html as follows:

System.config({
    packages: {
      app: {
        format: 'register',
        defaultExtension: 'js'
      }
    },
    map: {
      lodash: 'node_modules/lodash/lodash.js'
    }
  });

Then in my .ts code I was able to do:

import _ from 'lodash';

console.log('lodash version:', _.VERSION);

Edits from mid-2016:

As @tibbus mentions, in some contexts, you need:

import * as _ from 'lodash';

If starting from angular2-seed, and if you don't want to import every time, you can skip the map and import steps and just uncomment the lodash line in tools/config/project.config.ts.

To get my tests working with lodash, I also had to add a line to the files array in karma.conf.js:

'node_modules/lodash/lodash.js',