This is the approved revision of this page, as well as being the most recent.
As of macOS Sequoia (15), Gatekeeper has tightened restrictions on running unsigned applications. The control-click and Open workaround no longer works. This guide demonstrates how to open these applications. Once an app has been opened once, it can be opened normally in the future.
Through System Settings
Through Terminal
Use the following command on the application:
xattr -cr ./MyApp.app