MythTV itself -- the backend and associated code that do scheduling and recording -- runs on Linux only at the moment, but there are 3 versions of the Front End program, in various states of completion:
A Myth frontend has been written using the Microsoft .NET Framework (at http://winmyth.sourceforge.net/). However, it's still pretty flaky.
Native MythTV code works in Cygwin to a limited degree. Hopefully, it will eventually be possible to compile mythtv easily in Windows under Cygwin.
Mac OS X
See Myth On Mac Osx.