I did back when I used emacs in Windows ME and XP (yeah, long time ago, happy non-Windows user for quite a few years)

Run Emacs through Cygwin and Flyspell works just fine.

I doubt ESR is posting from Windows anyway.

Works fine with http://aspell.net/win32/ and two lines of elisp.

Here's my .emacs setup for spell checking in Windows [1].

    (setq-default ispell-program-name "c:/Aspell/bin/aspell.exe")

For on-the-fly spell checking in various modes.

    (add-hook 'org-mode-hook (lambda() (flyspell-mode 1)) )
    (add-hook 'text-mode-hook (lambda() (flyspell-mode 1)) )

[1] http://www.emacswiki.org/emacs/AspellWindows

Thank you for challenging these other fine gentlemen on this one point.

Just today I was just looking into why I wasn't getting automatic flyspell-mode activated on my Git commits. Now it seems I wont even need to research it further :)

I think that 'jaybuff was being a little sarcastic. There are some howlers in OP.