I was finally able to install a CVS client on one of our HPUX 11.11 boxes, but not without considerable grief.
I first tried the HPUX binary from CVS home page binary repository. This client works on some of the HPUX boxes but not on all, saying that "/usr/bin/cvs: Executable file incompatible with hardware".
Then I tried to get the sources from the CVS project source repository . However, the compilation itself failed (different versions of the source gave different errors).
Finally, found a gzipped HPUX depot at
http://hpux.cs.utah.edu/hppd/hpux/Development/Tools/cvs-1.11.17/ and it worked. No more manual copying of the checked-out files!!