a lot of this stuff is present in cygwin but by default commented out. Something what made me more productive is a cd_func:

out of .bashrc:

function cd_func

This function defines a 'cd' replacement function capable of keeping,

displaying and accessing history of visited directories, up to 10 entries.

To use it, uncomment it, source this file and try 'cd --'.

acd_func 1.0.5, 10-nov-2004

Petar Marinov, http:/geocities.com/h2428, this is public domain