I have compiled native (no Cygwin, no other dlls) Windows versions of md5sum.exe, sha1sum.exe, sha224sum.exe, sha256sum.exe, sha384sum.exe and sha512sum.exe. Download binaries
here, and source (as required by GPL)
here. If you want to compile them yourself (with MinGW and MSYS), just delete error-causing lines from configure and makefiles until you succeed.
Update 2008/05/26: I've compiled new binaries from
coreutils-6.11, download them
here.