This page contains software libraries for some very good random number generators.
The basic random number generators make floating point or integer random numbers with uniform distributions. This code is available in C++ and assembly language.
The non-uniform random number generators make random variates with the following distributions: normal, bernoulli, poisson, binomial, hypergeometric, Wallenius' and Fisher's noncentral hypergeometric, multinomial, multivariate hypergeometric, Wallenius' and Fisher's multivariate noncentral hypergeometric, and shuffling. This code is available in C++ language.