It is also possible to link against a library or executable with a
statically linked libpython, but not both with the same DLL. In fact
building a statically linked python is currently broken on Cygwin
for other (related) reasons.
The same problem applies to other POSIX-like layers over Windows
(MinGW, MSYS) but Python's build system does not seem to attempt
to support those platforms at the moment.
Oleg Iarygin
Min ho Kim
E. M. Bray
Pablo Galindo
Łukasz Langa