I have added X11 proto and library packages for the Win32 (i686-w64-mingw32) cross-compiler stacks on both Cygwin and Fedora, as well as for the i686-Linux (i686-pc-linux-gnu) stack on Cygwin. This means that it is now possible to compile-test xserver patches for Linux, Cygwin, and MinGW at the same time from one platform.
Unfortunately, building X11 for Win64 (x86_64-w64-mingw32) is going to take more work. Win64 is unique among 64-bit platforms in being LLP64 (32-bit long, 64-bit long long, 64-bit pointers), which breaks the assumption throughout the X11 codebase that a pointer can be cast to a long (which works on other platforms, both 32- and 64-bit). The usual solution to this is intptr_t, but that is C99 and hard requirements thereon are generally avoided in the X11 codebase. Hence, solving this will require massive patching to the headers (possibly including the addition of a intptr_t-like type), and will need to be discussed thoroughly in advance by interested parties.