This happens because of bugs in Gtk+. Gtk+ 2.10 seems to be OK. See bug
http://bugzilla.gnome.org/show_bug.cgi?id=85715.
+** Emacs compiled with Gtk+ crashes on startup on cygwin.
+
+A typical error message is
+ ***MEMORY-ERROR***: emacs[5172]: GSlice: failed to allocate 504 bytes
+ (alignment: 512): Function not implemented
+
+Emacs supplies its own malloc, but glib (part of Gtk+) calls memalign and on
+cygwin that becomes the cygwin supplied memalign. As malloc is not the
+cygwin malloc, the cygwin memalign always returns ENOSYS. A fix for this
+problem would be welcome.
+
* General runtime problems
** Lisp problems