I am using gcc-4.2 that I compiled in Tiger, and OpenMP is working. I didn't installed Leopard yet. However, you should be able to compile it yourself. You can download the latest gcc from gcc.gnu.org. If you don't want to compile, you can get the Leopard binaries from this site:http://hpc.sourceforge.net/
When I run configure for gcc, I set the install dir to /usr/local/gcc-4.2. So when I want to use it instead of the default gcc, I simply do export PATH=/usr/local/gcc-4.2:$PATH in terminal. I don't know the exact install dir for the binaries above, but It is probably /usr/local.
Hope this helps.