Old thread - I know

But I came across it because I had the very same problem after upgrading my cygwin.

As here is no clear statement if and how it was solved, I thought I'd better tell what I did to solve my issue:

cygcheck -s -v -r  > cygcheck.out
grep -i incomplete cygcheck.out
[download]

I simply reinstalled all of those incomplete packages.

I think they came in because there were some problems during installation with incomplete downloads and processes which couldn't be stopped. But they seemed to be gone when I choose "retry".

Apparently this was not the case and even when I tried to reinstall the incomplete packages, I again received the "incomplete downloads" message. This time when retrying, I choose another mirror host and finally it worked.