There is "SUA", but it's only available for the Enterprise & Ultimate Windows editions. (And supposedly going away entirely after Windows 8.) Shame it wasn't better integrated and packaged.
There is also UWIN which emulates a full Unix environment for windows. It includes KSH. Its cc comand can work with a number of compilers including MinGW, and Visual C++.
http://www.suacommunity.com/sua.aspx