GNU readline library enables command history and command-line keyboard editing. It adds tremendous usability. It is used in bash and many other command-line programs.
However, not all command-line programs come with readline. What should you do when you crave for the good ol' readline functionality?
Enter
rlwrap. It gives instant readline functionality to any command-line program. Suppose you have an interactive command
cmd, by invoking the following:
> rlwrap cmd
you can interact with cmd as if it has a built-in readline support.
On Windows, you cannot currently install it from the Cygwin installer, unfortunately. But if you already have basic tools of Cygwin, compiling and installing rlwrap from the source code is a cynch.