I want to be able to just type
make in an appropriate folder and have it work and compile just like it does when I do it in my favorite linux distro.
Is there a way to do this?
Cygwin will provide you everything you need to compile in a familiar environment on Windows including gcc, make and many common development libraries. It will even give a Bash shell you can run everything from. Check out the Quick Start Guide for Unix for some more help.
AndLinux, native linux (ubuntu) on your Windows installation, much like Wine for Linux handles Windows.
EDIT: its not really a "windows" command line, but a command line in windows, so depending on what you actually want it for, it may or may not be sufficient.