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$ CFLAGS=-I/usr/include/ncursesw/ CPPFLAGS=-I/usr/include/ncursesw/ ./configure
$ make 
...
building '_curses' extension
gcc -fno-strict-aliasing -I/usr/include/ncursesw/ -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I. -IInclude -I./Include -I/usr/include/ncursesw/ -I/Python-2.7.3rc2/Include -I/Python-2.7.3rc2 -c /Python-2.7.3rc2/Modules/_cursesmodule.c -o build/temp.cygwin-1.7.11-i686-2.7/Python-2.7.3rc2/Modules/_cursesmodule.o
/Python-2.7.3rc2/Modules/_cursesmodule.c: In function ‘PyCursesWindow_EchoChar’:
/Python-2.7.3rc2/Modules/_cursesmodule.c:810:18: error: dereferencing pointer to incomplete type
/Python-2.7.3rc2/Modules/_cursesmodule.c: In function ‘PyCursesWindow_NoOutRefresh’:
/Python-2.7.3rc2/Modules/_cursesmodule.c:1238:22: error: dereferencing pointer to incomplete type
/Python-2.7.3rc2/Modules/_cursesmodule.c: In function ‘PyCursesWindow_Refresh’:
/Python-2.7.3rc2/Modules/_cursesmodule.c:1381:22: error: dereferencing pointer to incomplete type
/Python-2.7.3rc2/Modules/_cursesmodule.c: In function ‘PyCursesWindow_SubWin’:
/Python-2.7.3rc2/Modules/_cursesmodule.c:1448:18: error: dereferencing pointer to incomplete type
/Python-2.7.3rc2/Modules/_cursesmodule.c: In function ‘PyCursesWindow_Refresh’:
/Python-2.7.3rc2/Modules/_cursesmodule.c:1412:1: warning: control reaches end of non-void function
/Python-2.7.3rc2/Modules/_cursesmodule.c: In function ‘PyCursesWindow_NoOutRefresh’:
/Python-2.7.3rc2/Modules/_cursesmodule.c:1270:1: warning: control reaches end of non-void function
/Python-2.7.3rc2/Modules/_cursesmodule.c: In function ‘PyCursesWindow_EchoChar’:
/Python-2.7.3rc2/Modules/_cursesmodule.c:817:1: warning: control reaches end of non-void function
CYGWIN_NT-6.1-WOW64 ... 1.7.11(0.260/5/3) 2012年02月24日 14:05 i686 Cygwin
gcc version 4.5.3 (GCC) 
Python 2.7.2 & 2.7.3rc2

It's cygwin's issue. Cygwin's python 2.6 has a patch for it.
Just in case:
--- origsrc/Python-2.6.5/Include/py_curses.h 2009年09月06日 16:23:05.000000000 -0500
+++ src/Python-2.6.5/Include/py_curses.h 2010年04月14日 15:21:23.008971400 -0500
@@ -17,6 +17,13 @@
 #define NCURSES_OPAQUE 0
 #endif /* __APPLE__ */
+#ifdef __CYGWIN__
+/* the following define is necessary for Cygwin; without it, the
+ Cygwin-supplied ncurses.h sets NCURSES_OPAQUE to 1, and then Python
+ can't get at the WINDOW flags field. */
+#define NCURSES_INTERNALS
+#endif /* __CYGWIN__ */
+
 #ifdef __FreeBSD__
 /*
 ** On FreeBSD, [n]curses.h and stdlib.h/wchar.h use different guards

I think it would still be worth including this patch in Python. It wouldn't be the only condition in py_curses.h for platform-specific oddities with ncurses.
This patch is still needed for the _curses module to build on Cygwin.

I don't agree with #14438 patch to apply branch. this is quickfix for just Cygwin. I think that curses library should be chosen using configure script.
Erik, How about patch for #14598 or #28190? I prefer #28190 because better header is chosen using configure script.

I see what you're saying--thanks for pointing out those other tickets. I'll give #28190 a try first.

My patch at issue28190 solves a different problem. IMO the correct way to go for this issue is issue25720.
By the way, this problem affects more than Cygwin. (issue14598)