I knew I had approached this problem before and I had, back in 2006 for another client. Doing some research yields this and this but it's this that causes me to abandon this task. Specifically:
Umm, Bruce, you aren't trying to access network shares from a session you did with passwordless authentication, are you? Because if you are, it's not going to work (see <http://cygwin.com/cygwin-ug-net/ntsec.html#NTSEC-RELEASE1.3.3>).IIRC In Windows, if you log into Windows in a passwordless manner (i.e. using ssh and pre-shared keys is considered passwordless - secure - but you didn't supply a password) then Windows cannot determine how to access SMB shares since it needs to "login" or authenticate with the remote server using your username and password and all it has is your username. Thus having a remote home directory will never work for our purposes here. I will attempt to follow up on the Cygwin mailing list to confirm my suspicions about this. There is hope for this to be solved in the 1.7 version of Cygwin:
Cygwin now allows storage and use of user passwords in a hidden area of the registry. This is tried first when Cygwin is called by privileged processes to switch the user context. This allows, for instance, ssh public key sessions with full network credentials to access shares on other machines.