If speed isn't an issue you could try Cygwin which comes with gcc which includes a fortran compiler. I mention speed because IMO apps running under cygwin are noticably slower than 'native' ones. And ...
…the first implementation of the IMSL Fortran Numerical Library qualified for Microsoft Windows(r) Compute Cluster Server (WCCS) 2003. Built with Absoft’s Pro Fortran compiler, the newly qualified ...