As far as I know cocos2d-x can be compiled for android on windows with cygwin. Is it also possible to compile cocos2d-x app for iphone on windows with cygwin?
Compile for iphone with cygwin
You can write and debug cocos2d-x codes on windows via cocos2d-win32 port.
But when you want to use the features from iphone sdk, and publish your game finally, you still need a mac environment.