As promised in July, Microsoft has released its Authenticator app to iOS and Android. A Windows phone version isn't generally available just yet (it's still listed as beta, but you can still use it), but the company did state that the app would be released to "all mobile app stores" on August 15.
If you're not familiar with Microsoft Authenticator (not that you would be, as it was released today), it's designed to make two-factor authentication easier. Normally, you might attempt to sign in with your Microsoft account and you'd be asked to enter a series of numbers that were texted or emailed to you. Now, you would simply press the "approve" button from another device.
The iOS app will also include Apple Watch support, which will be super helpful for users of the wearable device. Samsung Gear users will also see some Authenticator love, but Android Wear users might not. Even though Microsoft's original blog post stated "Support for wearables", the company would not confirm that support for Google's wearable OS was in the pipeline.
The company did, however, confirm to Mary Jo Foley that you'll be able to approve sign-ins from your Microsoft Band; however, this feature is coming at a later date and is not included in today's release. We also don't know the details of it, such as if the original Band will be supported or if it will work with all three mobile operating systems that the app is offered on.
You can grab the iOS app here and the Android app here, but the Windows app is a bit more complicated. The Microsoft Authenticator (beta) app is available here, as it has been since June. Still, Microsoft originally promised that it would show as an update to Azure Authenticator, so if that's the case, you'll find it here.