Cygwin is a Unix-like environment and command-line interface for Microsoft Windows. Cygwin provides native integration of Windows-based applications, data, and other system resources with applications, software tools, and data of the Unix-like environment.
MSYS2 is an independent rewrite of MSYS, based on modern Cygwin (POSIX compatibility layer) and MinGW-w64 with the aim of better interoperability with native Windows software.
Knoppix is an operating system based on Debian designed to be run directly from a CD / DVD (Live CD) or a USB key (Live USB), one of the first of its kind for any operating system. When starting a program, it is loaded from the removable medium and decompressed into a RAM drive.
MobaLiveCD is a freeware that will run your Linux LiveCD on Windows thanks to the excellent emulator called "Qemu".
MobaLiveCD vs Cooperative Linux opinions
MobaLiveCD uses QEMU, similar to running Linux on a virtual machine. coLinux is a linux kernel as a native Windows APP
SpeedLinux is a customized coLinux. coLinux is not a VM but it can be used in the same way. Installation of Speedlinux results in a complete LINUX System with X server running side on side with Windows on a single PC.This app doesn't have any features at the moment.