I'm trying to install FreeBSD Splunk server on OpenBSD v4.0, but so far no luck.
Therefore, I'm thinking the answer is no.
However, since I can ask it here, why not be sure it's not just a bug or something, right?
You may be able to use OpenBSD's Linux compatibility layer stuff to be able to run the Linux version of Splunk on OpenBSD. I've not tried it, but it's worth a shot if you have the time.
http://www.openbsd.org/cgi-bin/man.cgi?query=compat_linux&sektion=8
Yep, but of course we don't test that configuration either.
Splunk FreeBSD and OpenBSD v4.0 are completely different and incompatible, so it will not work.
Now, OpenBSD might have some support for executing FreeBSD binaries via some compatibility layer that the you could probably deploy or add.
However, such a configuration would be 100% untested and also not supported by Splunk.
Therefore, you will either need to install Splunk on FreeBSD or try installing on another supported platforms as your best bet.