I'm referring, of course, to Avahi. GNOME relies on Avahi to provide mDNS/DNS-SD (aka Zeroconf) functionality. Until now, that's been missing on Cygwin, and for good reason.
In order to deal with anything beyond wide area browsing, Avahi requires low-level networking support, and it currently only has that support for Linux, BSD, and Darwin. Any other platform, and well, you might think you're out of luck, except that we're in good company: OpenSolaris is also a GNOME distro and has been in the same boat. For technical reasons, they chose to make Apple's Bonjour (mDNSResponder) the primary mDNS/DNS-SD service, and patched avahi-daemon to be a client thereof, circumventing the lack of networking support.
It turns out that this solution works for Cygwin as well. A Cygwin-built mDNSResponder wouldn't work for the same reason a vanilla avahi-daemon won't, but the former does work on Windows (as used by iTunes, Safari, and much more). As for the client, since it communicates with the daemon solely via UDP, a Cygwin-native libdns_sd works just fine with a Windows daemon.
So thanks to FOSS, we have a working Windows mDNSResponder, a portable libdns_sd client, and patches for Avahi to use it. The result? A mDNS/DNS-SD stack that works for both Windows and Cygwin seamlessly. The possibilities are endless.
This does mean that you need a working Windows mDNSResponder running on your machine. While it is open source (Apache-2.0), it requires Visual Studio in order to build, so you'll need to get that binary from elsewhere. You might already have it, as it comes with the aforementioned Windows software (look for the "Bonjour Service" in Services or mDNSResponder in taskmgr); otherwise you can download an installer directly from Apple.
Existing GNOME components which can benefit from Avahi have been rebuilt to enable this support, and a handful new programs and plugins have been added as well. A few packages (mpd, xmms2, and libdmapsharing, the latter of which is used by rhythmbox) which support either stack use libdns_sd directly to minimize overhead. As for KDE, 4.6.5 is due to be released upstream any day now, so this feature will be added there as part of that update.