I'm a KDE user who really likes the classic Oxygen theme, and it's annoying when certain applications (e.g. Eclipse) just look way out of place. I managed to find a decent GTK port of the theme so even Emacs and Firefox are quite well-behaved.
No idea what a Windows app looks like, though, I recently fixed my grandfather's Windows 8 laptop and immediately gave up trying to understand how theming is meant to work.