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I have just built MinGW-W64 with binutils 2.19, gcc SVN (4.4.0) as of 2008-11-01, mingw64 crt SVN as of 2008-11-01, Boost 1.37 SVN as of 2008-11-01 (1.37 has been released since then. it was necessary to use 1.37 because changes in the gcc 4.4.0 preprocessor broke 1.36), under MinGW (no cygwin requirement) with a few modifications.
1) gcc is modified to disable IRA optimization (since Kai said it generates incorrect code for the mingw target currently). No need to issue "-fno-ira" explicitly with this build.
2) Boost::Thread is modified to not call "tss_cleanup_implemented();" (details in this thread: https://sourceforge.net/forum/forum.php?thread_id=2471312&forum_id=723797\), and also modified to make use of windows.h (which Boost apparently fails to set for this target)
I am not sure about the effect of taking out the tss_cleanup_implemented() call, but it works for me (although I don't use thread specific storage)
Boost is built with
bjam -j4 --toolset=gcc-4.4.0 stage variant=release link=static runtime-link=static --without-mpi --without-python
All targets were successfully built.
The archive is available here if anyone is interested.
http://cyberfish.wecheer.com/tmp/mingw64.7z (~26MB, decompresses to ~460MB)
Many thanks to the developers for their time and effort.