Right now, my project's rather small 100 kLOC codebase compiles (with very minimal #ifdef hackery) on Android, iOS, Mac, and Linux; but Windows is still very much a WIP, even some of my third-party libraries don't compile on VC. I'm actually considering trying the MINGW toolchain at this point, and I'd be curious to hear anyone's thoughts?
I'm sure part of it is that the compiler itself probably developed with the tight feedback loop from developing and maintaining large codebases in house at Microsoft (like Windows and Office). It's pretty hard when part of the internal pressure to support large codebases like that conflicts with the need to conform to outside third-party standards. I've heard great things about the compiler people at Microsoft, and I'm sure they have a technically strong team, but they are most likely caught in the middle of this organizational deadlock.
I'm sure it doesn't help that I'm not mentioning any specifics, I'm going to be revisiting the Windows desktop port of my mobile app soon (which I gave up and haven't touched for a couple months), and everything will be fresh in my mind again. I do vaguely remember something about having to explicitly add more #include statements to pull in header files that were already getting pulled in by my other compilers.
The big problem was Wine, which can behave quite differently to real Windows in some places. It's certainly not bug-for-bug compatible. So I kept finding myself having to boot into Windows anyway for debugging, so eventually I just installed an msys development system on Windows with gvim and used that.
There was also something else wrong with mingw for Linux, but for the life of me I can't remember what. There was something about mingw being different to mingw32? Missing headers? It's been too long.
I've run into a difference between the two recently. It turns out that MinGW implemented POSIX glob() post-fork, which hasn't been ported to MinGW-w64.
[1] As I side note, I found that MSYS2 makes a huge difference in how you develop software for Windows with a POSIXy toolchain. Anyone who uses MinGW on Windows should try it.