Here is a list (in-progress) of the things needs to get Sage to build (and pass most tests) on Cygwin:

* #8257: gd needs a better version of expr

* #7319: gdmodule fails

* #7321: numpy fails to build on cygwin due to not using the correct fortran compiler

* Python should be build with enable-shared

* Pynac needs to use a function pointer table.

* NTL get the Sage library to link to libntl.dll instead of libntl.a

* #8642: port detection for the notebook does not work in Cygwin


Possible issue with Python 2.6:

http://groups.google.com/group/sage-windows/browse_thread/thread/88499b995a22ecc1