Building libevent/openssl on Windows without exception handling would reduce dependencies
I believe that in the Tor Browser Bundle on Windows, for the tor.exe component, libgmpxx-4.dll is built using MinGW with exception handling enabled. (Omits -fno-exceptions). MinGW has an archaic exception handling mechanism on Windows, using setjmp/longjmp based exceptions and necessitates the extra dll libgcc_s_sjlj-1.dll.
If libgmp was build without exception handling (it appears to only use it 3 or 4 places in the dll), it'd be possible to eliminate libgcc_s_sjlj-1.dll entirely.
EDIT: This is not about libgmp anymore as we don't ship the libgmpxx any longer. Rather, libevent/openssl are affected by that problem, too.