The HBO Go app will be free to download on PS3 and PS4, but you'll need an HBO subscription from your cable or satellite provider to access on-demand content like episodes of Game of Thrones or Boardwalk Empire.
An HBO Go app is currently available on Xbox 360 and a version of the app for the Xbox One is scheduled to launch through the platform sometime this year. Hopefully for this one I can see other awesome shows of HBO such as The Newsroom, The Sopranos, True Blood, and more HBO shows. However, I believe that Microsoft and Sony should at LEAST consider adding Cinemax's very own Max Go as well. On PS3 we already got Netflix, YouTube, Hulu Plus, Crackle, Crunchyroll, Epix, MLB TV, NBA Game Time, and many more apps to enjoy. Well, let's see what other apps Sony and Microsoft will add in the future.
God Bless and Play Hard Gamers!