Links
http://mingw-w64.sourceforge.net/ The mingw-w64 project. The mingw-w64 project contains both the 32 bit and 64 bit version of gcc.
http://tdm-gcc.tdragon.net/: Compiled version of the mingw-w64 and mingw compiler.
http://www.equation.com/: Equation.com contains compiled versions of mingw-w64 and mingw-w32 compilers. You will find support for OpenMP here.
http://ptolemy.eecs.berkeley.edu/ptolemyII/ptII4.0/cygwin.htm An old version of Cygwin that still works with MATLAB. This version is from 2004.