xz for windows

xz is a compression tool like gz, bzip2, tar, rar, 7z & zip, to name a few. Download the windows binaries from the link above and add it to your windows path (*). Done. If you have a newish version of tar you can extract a tar.xz file with the command "tar -Jxvf filename.tar.xz". Works in dos and bash. Note: xz comes included in default Cygwin or Ubuntu installations. I don't know about minGW - msysGit did not.
(*) Adding a folder your windows path is easiest by right-clicking on your My Computer desktop icon, selecting properties and the advanced tab, then pressing the environment variables button. Select path and edit. Put the full path to your xz bin folder (c:\xz-5.0.3 for me since I copied the extracted folder there) followed by a semicolon at the beginning of the current path. Click ok, ok, ok and you're done. You can see your other in dos by typing "> echo %PATH%" and in bash it's "$ echo $PATH".