Running a shell script through Cygwin on Windows

One more thing - if You edited the shell script in some Windows text editor, which produces the \r\n line-endings, cygwin's bash wouldn't accept those \r. Just run dos2unix testit.sh before executing the script:

C:\cygwin\bin\dos2unix testit.sh
C:\cygwin\bin\bash testit.sh

Sure. On my (pretty vanilla) Cygwin setup, bash is in c:\cygwin\bin so I can run a bash script (say testit.sh) from a Windows batch file using a command like:

C:\cygwin\bin\bash testit.sh

... which can be included in a .bat file as easily as it can be typed at the command line, and with the same effect.