I've heard of people running OSX under Windows?
How is that done?
*Apparently this is illegal. Feel free to delete this question.
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Apple server can be run virtualized this is from the EULA
"This License allows you to install and use one copy of the Mac OS X Server software (the "Mac OS X Server Software") on a single Apple-labeled computer. You may also install and use other copies of Mac OS X Server Software on the same Apple-labeled computer, provided that you acquire an individual and valid license from Apple for each of these other copies of Mac OS X Server Software."
So if you are running windows on apple hardware you can then virtualize OS X server on top of it.
OS X is only sold/shipped with an Apple computer. The boxes you see in stores are upgrades (i.e. Leopard to Snow Leopard) and not fully licensed copies of the operating system. The least expensive Mac running a copy of OS X is a Mac Mini (around $550 although you can get them slightly cheaper refurbished).
There are sites which detail ways to install OS X on newer, non-Apple hardware however most require a hacked version of the operating system in order to function. They try to gray the moral ground they are standing on by saying you need to buy a Mac to get the perfunctory license, but the install disc is essentially useless for non-Apple sanctioned installs.
That being said, the OS itself is part of a larger organism. Without the painstaking attention to detail and guaranteed to work (with OS X) hardware, its just a fancy version of a *nix system. To get the full experience pony up for a real Mac.
For delvelopers who need to test on Apple systems, check out the remote access service from BrowserCam.com