Yes, I tried to compile TBB on Cygwin. I used this incantation to get past the first few build system errors (based on a post here, which also states that Cygwin is not supported):

make SHELL=/bin/sh compiler=gcc

This still gives lots of errors. tbb/tbb_machine.h is supposed to include a suitable file that defines a lot of platform-dependent things. However, on Cygwin, it does not recognize the machine it is running on and instead of emitting an error it just doesn't include anything. I got past that by forcing it to do this:

#include "machine/gcc_generic.h"
extern "C" __declspec(dllimport) int __stdcall SwitchToThread( void );
#define __TBB_Yield() SwitchToThread()

I then get a smaller number of errors. The first one is

../../src/tbb/dynamic_link.cpp: In member function ‘bool tbb::internal::_abs_path::prepare_full_path()’:
../../src/tbb/dynamic_link.cpp:159:13: error: ‘Dl_info’ was not declared in this scope

I also tried linking to the TBB Windows pre-built DLLs. That first required the above tricks to get the headers to compile. I found a Cygwin page for how to link Cygwin executables with Windows DLLs. The linker accepted what I gave it but then gave unresolved symbols. Initially it was only a single missing error-handling function that I just implemented myself, but then I got many more linker errors after that. I saw a post stating that this is due to differences in name-mangling between MSVC and GCC.

I got through the above error and many more errors like it by including Windows.h in some places and by changing #idef _WIN32||_WIN64 to also check for __CYGWIN__ in many places as indicated by compile errors. Just defining _WIN32 or _WIN64 did not work. I had to hack the build system to select pthreads. Since I don't actually know what TBB is doing in most of these places I doubt that this code works, but I got it to compile and link.

I got the tests to compile but not link - there were missing errors for everything in tbbmalloc even though tbbmalloc.dll was correctly linked in. It seems the DLL file was not created in a format that GCC on Cygwin could deal with. I followed this link to deal with that:
http://cygwin.com/cygwin-ug-net/dll.html

The .def file that TBB built could not be read by nm and contained very few functions. The def file made with the scripts on that page did work, and then I replaced the .dll file with the generated .a file and that allowed more of the linking to proceed (though I have no idea if the results are correct).

At this point I'm down to this linker error, that I get when the makefile tries to link tbbmalloc_proxy:

$ g++ -o tbbmalloc_proxy.dll proxy.o tbb_function_replacement.o -lpsapi tbbmalloc.dll -shared
ertr000001.o:(.rdata+0x0): undefined reference to `__pei386_runtime_relocator'
collect2: ld returned 1 exit status

From a Google search this seems to be related to linker options, but I haven't found a parameter that makes the error go away. I suspect this is just a symptom of a broken TBB build. TBB itself and some of the tests do link, so I could run some of the tests. I'm not sure how to tell if a test passed or not - they don't print out pass or fail. Here's what I got:

$ ./test_aligned_space.exe ; echo $?
done
0

$ ./test_assembly.exe ; echo $?
done
0

$ ./test_assembly_compiler_builtins.exe ; echo $?
done
0

$ ./test_atomic.exe ; echo $?
(I stopped it after 8m cpu time)
0

$ ./test_atomic_pic.exe ; echo $?
Known issue: PIC mode is not supported
skip
0

$ ./test_atomic_compiler_builtins.exe ; echo $?
(I stopped it after 1m cpu time)

$ ./test_fast_random.exe ; echo $?
(I stopped it after 1m cpu time)

$ ./test_task_assertions.exe ; echo $?
skip
0

$ ./test_task_leaks.exe ; echo $?
skip
0

$ ./test_ScalableAllocator.exe ; echo $?
127