A recent Cygwin upgrade left me ripping my hair out, because none of my npm or grunt commands would work. They spat out the error

Unknown system errno 203

Helpful, right?

The fix

In your Cygwin ~/.bash_profile file (create it and chmod 755 .bash_profile if it doesn't exist):

export TMP=/tmp
export TEMP=$TMP

This did the trick for me. Special thanks to this github comment.

There are probably a billion guides for this already, but whatever. If you DON'T have a ~/.bash_profile (a file that gets executed every time you start cyg):

touch ~/.bash_profile
chmod a+x ~/.bash_profile

Now that you have the file, add this to it:

SSHAGENT=/usr/bin/ssh-agent
SSHAGENTARGS="-s"
if [ -z "$SSH_AUTH_SOCK" -a -x "$SSHAGENT" ]; then
	eval `$SSHAGENT $SSHAGENTARGS`
	trap "kill $SSH_AGENT_PID" 0
fi

This will start up ssh-agent for each Cygwin shell you have open. Close your Cygwin shell (if one is open) and open a new one. Now type:

ssh-add ~/.ssh/id_rsa
[enter your password]

Voila! No more typing your stupid password every time you need to ssh somewhere. Note that if you close the Cygwin window, you'll have to ssh-add your key again! This is good security...you can close the window when you're done and someone who happens on your computer sitting there won't have password-less access to any of your secure logins.