$ mkdir -p -- ../foo/bar
mkdir: ambiguous long option '--'
This is with mkdir from the current MSYS release of coreutils. The intent of the '--' argument is to indicate that no further option arguments follow, even if some exhibit a format which would normally cause them to be interpreted as such; POSIX advocates this interpretation: http://pubs.opengroup.org/onlinepubs/009604499/basedefs/xbd_chap12.html (guideline 10).
I don't know if this bug is an artefact of the particular version of coreutils used by MSYS, or is specific to the MSYS build itself; it certainly isn't evident in the coreutils-8.5 build on my GNU/Linux box.
Current CVS of GNU Troff gratuitously assumes that mkdir handles this syntax correctly. Thus, building from this source fails on MSYS. I'll also report this to bug-groff, with reference to this ticket.