What is this mysterious "ecrm1000" missing file?

As the great @cfr said, there are probably fonts missing. The exact error can of course be different in different cases (e.g. 'missing tctt1000'), but you can install missing fonts in texlive-fonts-recommended with

tlmgr install collection-fontsrecommended

Fixed this error on my (Debian Linux) system with

sudo apt-get install texlive-fonts-recommended

When using Cygwin, install the package texlive-collection-fontsrecommended