edlin or edit
plus there is Windows Services for Unix which comes with many unix tools for windows.
http://technet.microsoft.com/en-us/interopmigration/bb380242.aspx
Update 12/7/12
In Windows 2003 R2, Windows 7 & Server 2008, etc. the above is replaced by the Subsystem for UNIX-Based Applications (SUA) as an add-on. But you have to download the utilities:
http://www.microsoft.com/en-us/download/details.aspx?id=2391