Recently I've had a little more time to experiment
with guile-2.0 on mingw32. Following the advice of
Eli Zaretskii from
http://lists.gnu.org/archive/html/guile-user/2013-06/msg00028.html,
I compiled guile-2.0.9 without thread support,
and modified my demos so they no longer use theads
explicitly (they only use SDL timers).

I managed to go through the compilation process,
and (after modifying meta/Makefile.am according to Eli's
patch) to make install.

When I ran guile-2.0, I got the following message:
===
Throw without catch before boot:
Throw to key misc-error with args ("primitive-load-path" "Unable to find
file ~S in load path" ("ice-9/boot-9") #f)Aborting.

This application has requested the Runtime to terminate it in an unusual
way.
Please contact the application's support team for more information.
Cannot exit gracefully when init is in progress; aborting.
===

Supplying GUILE_LOAD_PATH=/usr/share/guile/2.0 explicitly
helped a little, but only during the first run -- it
compiled some files from that directory and proceeded to
the prompt.
When I tired later, I got a lot of messages like
===
;;; compiling C:/MinGW/share/guile/2.0\ice-9\vlist.scm
;;; it seems C:/MinGW/share/guile/2.0\ice-9\vlist.scm
;;; is part of the compiler; skipping auto-compilation
===

and a single instance of the following message
===
;;; WARNING: compilation of C:/MinGW/share/guile/2.0\system\vm\vm.scm
failed:
;;; ERROR: no code for module (system vm vm)
===

and it even displayed the welcome message, but when I tried
to (+ 2 3), I got:
===
While compiling expression:
ERROR: In procedure module-lookup: Unbound variable: compile
===

What turned out the most painful, however, was that I wasn't
able to run a program linked to libguile, not even the simplest
one, like
===
#include <stdio.h>

int main() {
  scm_init_guile();
  return 0;
}
===

which caused an abort with the following message:
===
Throw without catch before boot:
Throw to key stack-overflow with args (#f "Stack overflow" #f #f)Aborting.

This application has requested [...]
===

When I tried a similar piece of code, but with
scm_with_guile instead, I had the second part of
the message ("The application has requested ...")
in a "Microsoft Visual C++ Runtime Library" popup.

Exporting GUILE_LOAD_PATH didn't help at all

The Windows environment doesn't seem to be particularly
developer-friendly (or maybe I just don't know the right
tools), but I'd truly appreciate some help. (My goal is
to provide a binary distribution of the SLAYER framework
that I've presented before; it would allow programmers
to develop portable multimedia applications in Guile
Scheme. The development version of SLAYER is available
at https://puszcza.gnu.org.ua/projects/slayer )

Also, it would be helpful if someone could point
to the git revision which is known to build under
windows.

Thanks in advance,
M.