Other than MongoDB and Memcached, what key-value stores run on Windows? Most of the ones I've seen seem to only run on Linux (Hypertable, Redis, Lightcloud).
Related links:
Is there a business proven cloud store / Key=>Value Database? (Open Source)
http://www.metabrew.com/article/anti-rdbms-a-list-of-distributed-key-value-stores/
I would take a look at this article from highscalability.com. It describes a few options that you may want to consider, including Tokyo Cabinet/Tyrant, CouchDB and MongoDB.
Berkeley DB is available. I'm surprised no-one has mentioned it yet.
You can build it on Windows either with a native or Cygwin toolchain, but it's probably best with MSVC if you're going to be linking it with C#
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Redis is C99 (Posix). It should be trivial to build and run it on cygwin.
Here is the CouchDb installer for Windows
http://people.apache.org/~mhammond/dist/0.11.0/