Sometimes, there's a Linux app that I'd like to run in Windows (XP). Is there something similar to Wine that will do it?
It really depends on the app. You can accomplish a lot with Cygwin, for instance. Especially if the app is command line.
I usually keep a Virtual Machine of Xubuntu (using VirtualBox or VMware) around for just such purposes though. Easier, more features and full compatibility.
[Edit] You might also have a look at andLinux. Runs a bit more integrated than the VM options.
coLinux can run Linux along with Windows.
As they say:
Cooperative Linux is the first method for optimally running Linux on Windows and other operating systems natively. It is a port of the Linux kernel and support code that allows it to run cooperatively without emulation along with another operating system
You could try running a linux distribution as a Virtual Machine.
One advantage of linux being Free/Open Source Software is that you can run it as a VM without any licensing issues. This isn't quite like wine, but should be even better in terms of compatibility.
Try virtual PC: http://www.microsoft.com/windows/virtual-pc/download.aspx If I remember right, the license allows you to use any older windows versions if you have a already a legal license for the 'host' system.
You could try a gentoo prefix installation in Windows:
Haven't tried it yet myself but sounds pretty cool and usable.