For those running Mac OS X 10.11.4, there is a known issue if you're trying to install Fusion 360 from Autodesk.com (as opposed to Mac App Store). Apple is aware of the issue, and working towards a resolution.
Currently, if you are trying to install by double-clicking on the installer downloaded from Autodesk.com, you will get the following error message:
To workaround the issue, right click on the mounted "Double Click To Install.app" item and then select Open from the context menu, followed by Open in the warning message:
I think installing from a developer's website attempts to bypass your Mac's security (I think you can do this but then you need to go the the System Preferences and turn-off the the security). To maintain the security 'sandbox' install directly from the Apple App Store ... the Apple App Store worked for me without turning off security.