This is not an issue on Cygwin as all extensions must be linked against
their respective libpython on PE platforms.

--- origsrc/vim73/src/if_python.c	2013-05-13 12:58:43.770727000 -0500
+++ src/vim73/src/if_python.c	2013-05-13 16:40:04.432754100 -0500
@@ -680,7 +680,7 @@ python_runtime_link_init(char *libname,
     PYTHON_PROC *ucs_as_encoded_string =
 				   (PYTHON_PROC*)&py_PyUnicode_AsEncodedString;
 
-# if !(defined(PY_NO_RTLD_GLOBAL) && defined(PY3_NO_RTLD_GLOBAL)) && defined(UNIX) && defined(FEAT_PYTHON3)
+# if !(defined(PY_NO_RTLD_GLOBAL) && defined(PY3_NO_RTLD_GLOBAL)) && defined(UNIX) && !defined(__CYGWIN__) && defined(FEAT_PYTHON3)
     // Can't have Python and Python3 loaded at the same time.
     // It cause a crash, because RTLD_GLOBAL is needed for
     // standard C extension libraries of one or both python versions.
--- origsrc/vim73/src/if_python3.c	2013-05-13 12:58:44.176767800 -0500
+++ src/vim73/src/if_python3.c	2013-05-13 16:40:26.651024900 -0500
@@ -471,7 +471,7 @@ py3_runtime_link_init(char *libname, int
     PYTHON_PROC *ucs_as_encoded_string =
 				 (PYTHON_PROC *)&py3_PyUnicode_AsEncodedString;
 
-# if !(defined(PY_NO_RTLD_GLOBAL) && defined(PY3_NO_RTLD_GLOBAL)) && defined(UNIX) && defined(FEAT_PYTHON)
+# if !(defined(PY_NO_RTLD_GLOBAL) && defined(PY3_NO_RTLD_GLOBAL)) && defined(UNIX) && !defined(__CYGWIN__) && defined(FEAT_PYTHON)
     // Can't have Python and Python3 loaded at the same time.
     // It cause a crash, because RTLD_GLOBAL is needed for
     // standard C extension libraries of one or both python versions.