The actual rollover IRA is usually free but the setting up and opening an IRA account may not be free. You need to check with the company where you are going to open an IRA account if there is a fee for the IRA account.
If there is, it is usually an annual fee so you pay each year you have the IRA with them.
This can eat up some investments if you have only a small amount invested in the IRA. Also ask the company where you are moving your assets or investments away from to see if they have any account closing fees. Sometimes, they will charge you up to $100 for leaving them.