Win-Bash is a bash shell port to windows that doesn't need Cygwin!!!:D For the Linux people who have been asking, you should know though that its just bash 
there are no coreutils.
Edit: he provides some on the bottom of the page
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The 0.6 version was released in 2006; none of the webpages seem to have been updated since. Is this a dead project?
I didn't look but, If it is the case It can still be made portable AbiWord was the same way for almost a year.
self.path = path if self.path == None else self.path
Is there any plans for making this portable?
EDIT: This project, http://sourceforge.net/project/showfiles.php?group_id=9328&package_id=93..., seems to come with a windows port of the GNU coreutilits but trying to run them ends up causing a "abnormal program termination".