I am using git bash on Windows - that is git for Windows via the integrated bash. Apparently it uses the MINGW/MSYS underpinning. (Update from @VonC: It now uses msys2 since msysgit is obsolete since Q4 2015.)
So there are already a lot of MSYS tools installed - from awk to zcat. However I miss the man command and zip to compress multiple files into a zip file (unzip exists!).
Where from can I install them? I do not want to install another copy of the MINGW system! Any way just to add some pre-compiled tools to the git bash installation?
2016: The zip command can be installed from GoW (Gnu On Windows). man is not provided (too big).
It is to note, however, that if you only want to add the zip command from GoW, still the whole GoW system has to be downloaded and installed. Then you can delete the other commands from the bin directory, however make sure to keep the needed dlls in the directory.
Update 2021: tar/zip are by default installed on Windows 10.
7-zip based solutions are available below.