I'm surprised about the zsh mention. It seems to run under Cygwin mostly, right? I guess under MSYS2, as well. But there is nothing that mentions this specialty.
If you're unfamiliar, this isn't particular to any distro necessarily, although yes it is largely. It's just a fantastic resource for documentation on all kinds of packages and system configuration.
FWIW, to others reading this thread, if you run Linux the Arch Linux Wiki is an amazing resource you should check out, regardless of what distribution you run.
Some of the info there is, of course, Arch-specific, but most of it can be applied to any other Linux distribution.
Cygwin is not mentioned on there. I'd rate that critical to make Windows even moderately bearable. The main problem, of course, is that Cygwin is way too slow, but I'd rather suffer that live without it.
I was quite disappointed when I bought a cheap Windows Table/Laptop to tinker with. And the Windows installer would not let install the 64bit version on 2 gigs of ram...
Cygwin's not just bash (in fact, you don't even have to use bash in Cygwin -- you can use zsh, for instance). There are thousands of packages in Cygwin's package manager, and you can also compile your own using gcc or another compiler you can get through Cygwin.
"Bash on Windows" is pretty misleading - it's really a Linux kernel translator. You can use (supported) three distros, and as long as your Linux software doesn't use any non-translated APIs, it will Just Work.
This is why the default Ubuntu will let you apt-get more-or-less anything from the Ubuntu binary repos.