GCC on Windows
The primary native target for Windows is i386-pc-mingw32, which is targetted to the runtime library provided by The MinGW Project.
There is work underway to support GCC on Windows 64 at the mingw-w64 project.
Cygwin is a Win32 target with a Linux-like emulation DLL that allows GPL-compatible programs to use most of POSIX.
The Interix target uses the Interix subsystem, which yields better performance than Cygwin, at a cost of being separated from the Win32 subsystem. This target has not worked since GCC 3.3.