GnuPG, GNU Privacy Guard, is a free system for encrypting files, emails, etc. The GnuPG plugin for vim provides automatic encryption and decryption of files within vim. If you attempt to edit a GnuPG-encrypted file with vim, it will prompt you for the password, and re-encrypt the file when you’re done editing.
Download the gnupg plugin for vim from here and copy it into your user directory directory under .vim/plugin. From the Cygwin bash prompt:
mkdir ~/.vim/plugin copy gnupg.vim ~/.vim/plugin
Run vim, then use the :scriptnames command and verify that gnupg.vim appears in the list of sourced scripts: