The vim installation that comes with msysgit is missing a number of syntax file dependencies. In addition to what is installed by default, C:\Program Files\Git\share\vim\vim72\syntax should also contain diff.vim and nosyntax.vim. Without these vim will not display properly and will issue warnings that it’s unable to locate these files.
It looks like a fix has already been made (see this thread) but until it is released you can get these files directly from vim’s SVN repo: diff.vim and nosyntax.vim
Both cygwin and the msysgit shell will use the same ~/.bashrc file on start-up, but they mount the local Windows drives at different mount points. Cygwin uses /cygdrive/c while msysgit uses simply /c so if you’re using ~/.bashrc to configure various settings that have to do with drive letters in your bash shell, you’ll need to distinguish between cygwin and msysgit.
The easiest way to do this is to look for the presence of /etc/bash.bashrc in ~/.bashrc, since this file is typically only present in cygwin. If by any chance it’s present in both cygwin and msysgit, a variable can be set in just one of them and ~/.bashrc can be configured to source /etc/bash.bashrc and test for the presence of that variable.
if [ -e /etc/bash.bashrc ] ; then
# Cygwin specific settings
export CYGWIN=1
# Msysgit's grep doesn't recognize --color
alias grep='grep --color'
alias vi='/cygdrive/c/Program\ Files/Vim/vim72/gvim.exe'
else
# Msysgit specific settings
export CYGWIN=0
alias vi='/c/Program\ Files/Vim/vim72/gvim.exe'
fi