For a more convenient installer, you may want to use
apt-cyg as your package manager. Its syntax similar to
apt-get, which is a plus. For this, follow the above
steps and then use Cygwin Bash for the following steps

wget https://raw.githubusercontent.com/transcode-open/apt-cyg/master/apt-cyg

chmod +x apt-cyg

mv apt-cyg /usr/local/bin

Now that apt-cyg is installed. Here are few examples of
installing some packages

apt-cyg install nano

apt-cyg install git

apt-cyg install ca-certificates

Cygwin's setup accepts command-line arguments to install packages from the command-line.

e.g. setup-x86.exe -q -P packagename1,packagename2 to install packages without any GUI interaction ('unattended setup mode').

(Note that you need to use setup-x86.exe or setup-x86_64.exe as appropriate.)

See http://cygwin.com/packages/ for the package list.

There exist some scripts, which can be used as simple package managers for Cygwin. But it’s important to know, that they always will be quite limited, because of...ehm...Windows.

Installing or removing packages is fine, each package manager for Cygwin can do that. But updating is a pain since Windows doesn’t allow you to overwrite an executable, which is currently running. So you can’t update e.g. Cygwin DLL or any package which contains the currently running executable from the Cygwin itself. There is also this note on the Cygwin Installation page:

"The basic reason for not having a more full-featured package manager is that
such a program would need full access to all of Cygwin’s POSIX functionality.
That is, however, difficult to provide in a Cygwin-free environment, such as
exists on first installation. Additionally, Windows does not easily allow
overwriting of in-use executables so installing a new version of the Cygwin
DLL while a package manager is using the DLL is problematic."

Cygwin’s setup uses Windows registry to overwrite executables which are in use
and this method requires a reboot of Windows. Therefore, it’s better to close
all Cygwin processes before updating packages, so you don’t have to reboot
your computer to actually apply the changes. Installation of a new package
should be completely without any hassles. I don’t think any of package managers
except of Cygwin’s setup.exe implements any method to overwrite files in use,
so it would simply fail if it cannot overwrite them.

Some package managers for Cygwin:

apt-cyg

Update: the repository was disabled recently due to copyright issues (DMCA takedown). It looks like the owner of the repository issued the DMCA takedown on his own repository and created a new project called Sage (see bellow).

The best one for me. Simply because it’s one of the most recent. It doesn’t use Cygwin’s setup.exe, it rather re-implements, what setup.exe does. It works correctly for both platforms - x86 as well as x86_64. There are a lot of forks with more or less additional features. For example, the kou1okada fork is one of the improved versions, which is really great.

apt-cyg is just a shell script, there is no installation. Just download it (or clone the repository), make it executable and copy it somewhere to the PATH:

chmod +x apt-cyg # set executable bit

mv apt-cyg /usr/local/bin # move somewhere to PATH

# ...and use it:

apt-cyg install vim

There is also bunch of forks with different features.

sage

Another package manager implemented as a shell script. I didn't try it but it actually looks good.

It can search for packages in a repository, list packages in a category, check dependencies, list package files, and more. It has features which other package managers don't have.

cyg-apt

Fork of abandoned original cyg-apt with improvements and bugfixes. It has quite a lot of features and it's implemented in Python. Installation is made using make.

Chocolatey’s cyg-get

If you used Chocolatey to install Cygwin, you can install the package cyg-get, which is actually a simple wrapper around Cygwin’s setup.exe written in PowerShell.

Cygwin’s setup.exe

It also has a command line mode. Moreover, it allows you to upgrade all installed packages at once (as apt-get upgrade does on Debian based Linux).

Example use:

setup-x86_64.exe -q --packages=bash,vim

You can create an alias for easier use, for example:

alias cyg-get="/cygdrive/d/path/to/cygwin/setup-x86_64.exe -q -P"

Then you can, for example, install Vim package with:

cyg-get vim

Old question, but still relevant. Here is what worked for me today (6/26/16).

From the bash shell:

lynx -source rawgit.com/transcode-open/apt-cyg/master/apt-cyg > apt-cyg

install apt-cyg /bin

I wanted a solution for this similar to apt-get --print-uris, but unfortunately apt-cyg doesn't do this. The following is a solution that allowed me to download only the packages I needed, with their dependencies, and copy them to the target for installation. Here is a bash script that parses the output of apt-cyg into a list of URIs:

#!/usr/bin/bash



package=$1

depends=$( 

    apt-cyg depends $package 

    | perl -ne 'while ($x = /> ([^>s]+)/g) { print "$1n"; }' 

    | sort 

    | uniq)

depends=$(echo -e "$dependsn$package")

for curpkg in $depends; do

    if ! grep -q "^$curpkg " /etc/setup/installed.db; then

    apt-cyg show $curpkg 

        | perl -ne '

            if ($x = /install: ([^s]+)/) { 

                print "$1n"; 

            }

            if (/[prev]/) { 

                exit; 

            }'

    fi

done

The above will print out the paths of the packages that need downloading, relative to the cygwin mirror root, omitting any packages that are already installed. To download them, I wrote the output to a file cygwin-packages-list and then used wget:

mirror=http://cygwin.mirror.constant.com/

uris=$(for line in $(cat cygwin-packages-list); do echo "$mirror$line"; done)

wget -x $uris

The installer can then be used to install from a local cache directory. Note that for this to work I needed to copy setup.ini from a previous cygwin package cache to the directory with the downloaded files (otherwise the installer doesn't know what's what).

Dawid Ferenczy's answer is pretty complete but after I tried almost all of his options I've found that the Chocolatey’s cyg-get was the best (at least the only one that I could get to work).

I was wanting to install wget, the steps was this:

choco install cyg-get

Then:

cyg-get wget

Usually before installing a package one has to know its exact name:

# define a string to search

export to_srch=perl



# get html output of search and pick only the cygwin package names

wget -qO- "https://cygwin.com/cgi-bin2/package-grep.cgi?grep=$to_srch&arch=x86_64" | 

perl -l -ne 'm!(.*?)</a>s+-(.*?):(.*?)</li>!;print $2'



# and install 

# install multiple packages at once, note the

setup-x86_64.exe -q -s http://cygwin.mirror.constant.com -P "<<chosen_package_name>>"

First, download installer at: https://cygwin.com/setup-x86_64.exe, then:

# move installer to cygwin folder

mv C:/Users/<you>/Downloads/setup-x86_64.exe C:/cygwin64/



# add alias to bash_aliases

echo "alias install='C:/cygwin64/setup-x86_64.exe -q -P'" >> ~/.bash_aliases



# add bash_aliases to bashrc if missing

echo "source ~/.bash_aliases" >> ~/.bashrc  

e.g.

install vim