Here it says that clang supports OpenMP since a few months: http://blog.llvm.org/2015/05/openmp-support_22.html
Thus I installed clang-3.7 @3.7-r239386 on Mac OS X with Macports, which should correspond to the dev version of clang.
But it looks like it doesn't support OpenMP:
$ port contents clang-3.7 | grep omp.h # nothing found
Does someone know why that clang doesn't support OpenMP and if it will soon?