You can try gsudo, a sudo for windows that allows either to run commands with elevated permissions on the current console, to elevate the current shell, or launch elevated commands on a new console.

Examples

gsudo {command} [arguments]
gsudo md "C:\Program Files\MyApp"

# spawn the current shell (Cmd/PowerShell/PSCore) in a new console window
gsudo -n

# spawn PowerShell in a new console window
gsudo -n powershell

UPDATE: Since gsudo v0.7.1, it supports the Unix-sudo Bang Bang syntax, on CMD:

  • gsudo !! elevates the last executed command.
  • gsudo !prefix elevates the last executed command that starts with prefix.
  • gsudo !?infix elevates the last executed command that contains infix.

Installation

  • Install with Scoop: scoop install gsudo
  • Install with Chocolatey: choco install gsudo

Manuall installation methods, docs & source at https://github.com/gerardog/gsudo