cowsay is a popular tool to produce fun greetings at the shell. Cygwin does not ship with cowsay.
A cowsay package compiled for Cygwin can be downloaded from here. Unzip its contents, which will be contained in a usr directory. Using Windows Explorer, merge this directory with the /usr directory of Cygwin. Using the mv command for this purpose will not work, since it does not merge directories.
That is it, you can call cowsay or cowthink from the Cygwin command prompt! The different ASCII animal characters it ships with can be seen in the /usr/local/share/cows directory. 😊
Tried with: Cowsay 3.03-1 and Cygwin 1.7.22