Requirements:
- PHP (5+ Preferably)
- MySQL (5+ Preferably)
- Apache (2+ Preferably)
Requirements:
You're not defining what you mean by "CMS" vs blog, but we'll gloss over that for the moment.
Expression Engine will handle the blog/general CMS aspects as part of core, and has a forum module.
WordPress will do blogging for you, with some plugins(eg. Pods) that will do what some people would call more "CMS-like" functionality. bbPress could be integrated with it at least as far as 2.9, and I think the current roadmap for it is to become something like a plugin you bolt onto core WordPress; you'll have to look into that yourself.
Wordpress, phpbb3, and anything else you might want to stack on top of that. These solutions don't really come in a one stop all formate.
Drupal is the best all-in-on solution hands down. That said, I'd personally go with simpler tools that are good at a single task, e.g. WordPress for a blog (and/or CMS), Vanilla for forums.