zsh doesn't evaluate the root directory ('/') if it is in $CDPATH. I tested this under SuSE 8.1 and it works as supposed, so this seems to be a Cygwin-zsh bug.
Have a look at the example[1] ('**' is my prompt). Thorsten -- [1] zsh - the Z shell 4.0.6 ** CDPATH=/ Thorsten@freki:~ ** cd bin Thorsten@freki:~ cd: no such file or directory: bin ** bash Thorsten@freki:~ bash - GNU Bourne-Again SHell 2.05b.0(8)-release Thorsten@freki:~ ** CDPATH=/ Thorsten@freki:~ ** cd bin /bin Thorsten@freki:/bin ** -- Unsubscribe info: http://cygwin.com/ml/#unsubscribe-simple Bug reporting: http://cygwin.com/bugs.html Documentation: http://cygwin.com/docs.html FAQ: http://cygwin.com/faq/