How to navigate to a directory in C:\ with Cygwin?

Use:

cd /cygdrive/c

I'll add something that helps me out a lot with cygwin. Whenever setting up a new system, I always do this

ln -s /cygdrive/c /c

This creates a symbolic link to /cygdrive/c with a new file called /c (in the home directory)

Then you can do this in your shell

cd /c/Foo
cd /c/

Very handy.