This helper script lets you cross compile a windows 32 or 64 bit version of ffmpeg.exe, including many dependency libraries.
To run the script:
In a Linux box (VM or native):
download the script (git clone the repo, run it, or do the following in a bash window) $
wget https://raw.github.com/rdp/ffmpeg-windows-build-helpers/master/cross_compile_ffmpeg.sh -O cross_compile_ffmpeg.sh
chmod u+x cross_compile_ffmpeg.sh
./cross_compile_ffmpeg.sh
And follow the prompts. It works with 32 or 64 bit (hoost) Linux, and can produce either/or 32 and 64 bit windows ffmpeg.exe's
See also http://github.com/rdp/ffmpeg-windows-build-helpers/wiki for more tips, including being able to build it more quickly!
OS X users, this may help: https://github.com/rdp/ffmpeg-windows-build-helpers/wiki/OS-X
Also NB that it has some command line parameters you can pass it, for instance to speed up the building speed of gcc, build shared, etc. run it with ./cross_compile_ffmpeg.sh -h to see them all
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