As Lightning development is moving fast, some of these turorials may be outdated.
The perfect Bitcoin Lightning Node
Setup Tutorial for Windows
ZAP Wallet setup for Windows (video)
Run your own Lightning Node
Beginners Guide to Lightning on Raspberry Pi
Setup LND 0.4 beta and bitcoind on Ubuntu 16.04
setup C-lightning on Debian, with or without TOR (french)
Bitcoin Core + LND 0.4 Beta (mainnet) Installer for Raspberry
Setting up an LTC lightning node on MAC
How to build your own portable plug-in Lightning node!