I was looking into why Emacs running in Cygwin on Windows 7 wasn’t letting me quit when I entered control-x control-c and I found a post here that describes the problem.
The fix involves adding the following in Cygwin.bat right before starting the Bash shell:
set CYGWIN=tty notitle glob
Here is a screenshot showing control-x control-c showing up as control-x control-g.