The early DOS developers wanted to use "/", so it turns out the underlying OS will accept either / or \. The main trouble you have is that cmd.exe and powershell think \ is the switch character -- so as long as you're not writing programs that write shell scripts or shell out you do OK.
Back when I was a Windows dev I drove the guys I worked with nuts because I used "/" instead of "\", figuring it would be more portable and I wouldn't have to write "\\" all the time. Of course, C# has @"" just to deal with that latter problem.