Scipy installation cygwin64 Windows10 fails at late stage
I suffered for days with the same issue. My final solution was to install scipy0.15.1: pip install scipy==0.15.1. Hope it works for you too.
Installed cygwin64, including Python 2.7, on my new computer running Windows10. 
Python runs fine, adding modules like matplotlib or bitstream goes fine, but when trying to add scipy the build eventually, after about an hour, having successfully compiled lots of fortran and C/C++ files,  fails with:
error: Setup script exited with error: Command "g++ -fno-strict-aliasing -ggdb -O2 -pipe -Wimplicit-function-declaration -fdebug-prefix-map=/usr/src/ports/python/python-2.7.10-1.x86_64/build=/usr/src/debug/python-2.7.10-1 -fdebug-prefix-map=/usr/src/ports/python/python-2.7.10-1.x86_64/src/Python-2.7.10=/usr/src/debug/python-2.7.10-1 -DNDEBUG -g -fwrapv -O3 -Wall -I/usr/include/python2.7 -I/usr/lib/python2.7/site-packages/numpy/core/include -Iscipy/spatial/ckdtree/src -I/usr/lib/python2.7/site-packages/numpy/core/include -I/usr/include/python2.7 -c scipy/spatial/ckdtree/src/ckdtree_query.cxx -o build/temp.cygwin-2.2.1-x86_64-2.7/scipy/spatial/ckdtree/src/ckdtree_query.o" failed with exit status 1
I've tried both pip install and easy_install, both result in the same error. 
Greatful for any hints on what to try next.