The iOS 9 jailbreak was just released from the same team who brought us the iOS 8 jailbreak. Like last time, it's also Windows-only for the time being.
The jailbreak works for all devices that support iOS 9, including the new 6s and 6s Plus. You can download the jailbreak tool here, and we'll update this post with a tutorial once we get a chance to run it for ourselves, though the process looks pretty similar to the iOS 8 jailbreak.
As usual, you might want to hold off a little bit on jailbreaking since most tweaks and apps won't be updated for a little while.