ASA066 is a FORTRAN77 library which computes the cumulative density function of the standard normal distribution, by David Hill.
Source code for many Applied Statistics Algorithms is available through STATLIB.
ASA066 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.
ASA111, a FORTRAN77 library which evaluates the percentage points of the normal distribution.
ASA241, a FORTRAN77 library which evaluates the percentage points of the normal distribution.
DCDFLIB, a FORTRAN90 library which evaluates and inverts a number of statistical distributions.
GSL, a C++ library which includes many routines for evaluating probability distributions.
NORMAL, a FORTRAN77 library which samples the normal distribution.
PROB, a FORTRAN90 library which evaluates and inverts a number of probabilistic distributions.
TEST_VALUES, a FORTRAN77 library which contains sample values for a number of distributions.
UNIFORM, a FORTRAN77 library which samples the uniform distribution.
Original FORTRAN77 version by David Hill; This FORTRAN77 version by John Burkardt.
You can go up one level to the FORTRAN77 source codes.