Sorry, I should have said the mingw32 compiler, which is contained in
cygwincompiler.py  The mingw32 compiler is a free compiler compatible
with MSVC.  Since it's used with the Windows version of python, there is
no configure script.

I noticed this when trying to build an extension module with "python
setup.py build -c mingw32", using the Windows (not cygwin) version of
python.  The extension module failed to compile because had a line like
this:
  assert(my_struct->debug_only_field);

where "debug_only_field" is only declared if Py_DEBUG is set.  When
NDEBUG is set, the assert disappears and the compile works as expected.