Windows NTFS supports Junctions which are very similar to Unix symlinks (see also Sysinternals Junction).

Update: unlike Unix symlinks, be aware that Windows junctions are for directories only (see Re^5: How to create symlink using Perl? and Win32::Symlink for more detail).

I've successfully used the CPAN Win32::Symlink module by audreyt (in particular, it's symlink function) to write cross-platform code that used "symlinks" on both Unix and Windows. At the top of the program, I used:

BEGIN {
   if ($^O eq 'MSWin32')
   {
      require Win32::Symlink;
      Win32::Symlink->import();
   }
}
[download]

The rest of the code (using the symlink function) was the same for both platforms.

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