Take a look at Cygwin. With it on a windows box, I have run Apache, <a href=http://perl.apache.org">mod_perl, and postgreSQL, and have been able to carry my development environment around with me on my (windows) laptop. With just a little extra care and effort on my part to make my code portable, I was able to plop everything onto a linux box and crank it right up.

Update: Fixed the cygwin link