Try defining BROKEN_SIGIO in your s/cygwin32.h and see how that goes.
It will
enable C-g but led to random lockups last time I tried it.
I installed and tried cygwin 1.3.2 (I presume that this has the signals
changes that were mentioned before). C-g still doesn't work.
I put "#define BROKEN_SIGIO" as the very first line in s/cygwin32.h, did a
"make clean ; make". C-g _still_ doesn't work.
But we need a crash test dummy ....
I think that I'll put this on my resume. Yow!