After installing sshd via cygwin on Windows 8 on a system that is not on a domain, the service will not start but gives an error such as: Error 1068: The dependency service or group failed to start.
Looking at the service it shows no dependencies. (Though I have seen people talking about Netlogon being related)
Go to services (windows key-> search for services, or open control panel and search for services in the search box in the top right hand corner) Find "Cygwin-sshd" in the list of services. Double click on the service and chose the "Logon" tab. In the box next to "This account" you will see something like the following: hostname/cyg_server where hostname is your computer's name and cyg_server is the user created to start the service.
Replace the name of computer with a dot (.) so it looks like this: ./cyg_server
Click ok and then try to start the service.
Hat tip to Konsto in the comments at this page for finding this: http://izadpanah.blogspot.com/2010/01/cygwin-sshd-service-not-starting-on.html
(I realize I'm answering my own question, but this was very annoying and I wanted to put it somewhere so others could find it.)