I don't believe Cygwin proper ever included PHP, but the Cygwin Ports project (
which "provides Cygwin binary and source packages for a large variety of
programs and libraries") lets you install PHP via the regular Cygwin installer (
basically by telling the installer to use a Cygwin Ports mirror, instead of a ...
Another valid option is using XAMPP, for an Apache / PHP / MySQL stack that
runs on windows.