You
will need the natbib package, url.sty, and bm.sty files at the very least. You may download them from here, but these may not be the most current version and are not considered part of the
REVTeX distribution. To get the definitive versions, they should be
downloaded from CTAN. If you are missing
bm.sty, then you probably don't have an up-to-date LaTeX 2e
distribution and you should update your entire distribution. At the
very least, you should update the files in the tools directory
macros/latex/required/tools as decribed below for bm.sty
natbib: This can be downloaded from CTAN from the macros/latex/contrib/natbib directory or by going here.
url.sty: This can be downloaded from CTAN from the macros/latex/contrib/misc/url.sty directory or by going here.
bm.sty (and others): The bm.dtx file (and other files) can be downloaded from CTAN from the macros/latex/required/tools/ directory or by going here. To generate bm.sty from bm.dtx, you can either use the tools.ins that is in the same CTAN directory or use this bm.ins file (just latex it):
% This file requires docstrip version 2.4 or higher available from
% ftp://ctan.tug.org/tex-archive/macros/latex/unpacked/docstrip.tex
\input docstrip
\preamble
\endpreamble
\keepsilent
\askforoverwritefalse
\generate{
\file{bm.sty}{\from{bm.dtx}{package}}
}
\endbatchfile