egrep

The most popular version of egrep is GNU egrep. Its source code configuration script mentions these operating systems:

aix, amigados, amigaos, aof, aos, aout, aux, beos, bosx, bsd, chorusos, chorusrdb, clix, coff, conix, cxux, cygwin, darwin, dgux, domain, eabi, ebmon, ecoff, elf, esix, freebsd, genix, go32, hiux, hms, hpux, ieee, interix, iris, irix, isc, its, linux-gnu, lites, luna, lynxos, mach, mingw32, minix, moss, mpeix, msdos, mvs, netbsd, newsos, nextstep, nindy, nonstopux, oabi, openbsd, opened, openstep, os2, osf, oskit, pe, proelf, psos, ptx, pw32, rhapsody, riscix, riscos, rtems, rtu, sco, solaris, storm-chaos, sunos, sunos, sym, tenex, tops10, tops20, udi, udk, ultrix, unicos, uniplus, unos, uwin, uxpv, vms, vos, vsta, vxsim, vxworks, winnt, xenix

The source code (for it, and similar tools grep and fgrep) can be found at: http://www.gnu.org/directory/grep.html

If you have an egrep and would like to check whether it's GNU egrep, you can do so by running the command:

   egrep --version

   egrep (GNU grep) 2.5

   Copyright 1988, 1992-1999, 2000, 2001 Free Software Foundation, Inc.
   This is free software; see the source for copying conditions. There is
   NO warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR
   PURPOSE. 

A pre-compiled, windows-native version of GNU egrep can be found in the bundle at: https://sourceforge.net/projects/unxutils/

Another option is the popular Cygwin environment, which provides a Unix-like environment and tools under Windows, including GNU egrep: http://sources.redhat.com/cygwin/

Different from egrep, but interesting, is agrep, an "approximating grep" co-developed by Yahoo's own chief scientist Udi Manber while he was a professor at the University of Arizona.

Its flavor is closer to grep, egrep's less-expressive cousin, but agrep has additional metacharacters not seen elsewhere. The source is available at: ftp://ftp.cs.arizona.edu/agrep/
Pre-compiled versions for Win*, OS/2, and DOS at: http://www.tgries.de/agrep/