I've attached a zip of the pre-built allegro 4.9.5 static libraries for Windows with Visual Studio 9 2008. (Of course you will need the headers, but I am not including them here:P)
This file contains:
| 1 | a5_acodec_s.lib |
| 2 | a5_font_s.lib |
| 3 | a5_iio_s.lib |
| 4 | a5_ttf_s.lib |
| 5 | alleg_s-4.9.5.lib |
| 6 | freetype6.dll |
| 7 | freetype.lib |
| 8 | kcm_audio_s.lib |
| 9 | libpng12.dll |
| 10 | libpng.lib |
| 11 | ogg_static.lib |
| 12 | vorbisenc_static.lib |
| 13 | vorbisfile_static.lib |
| 14 | vorbis_static.lib |
| 15 | zdll.lib |
| 16 | |
| 17 | // These are for the "Monday" Project: |
| 18 | lua5.1.dll |
| 19 | lua5.1.lib |
| 20 | preprocessor.txt // Preprocessor defines |
| 21 | libs.txt // Libs linked to compile "Monday" |
Eh, nice. Thanks! Can you post the headers too? I'm too lazy to go find them for myself. 
[edit]
Can you at least post allegro5/platform/alplatf.h and whatever otehr header files happen to be automatically generated depending on your configuration options? This is pretty much useless without it.
Sorry, didn't think about that...:-/ Please note, you will have to manual look at these...I just copied the include, src, lib, and addons folders from my installation. If you have any issues, I'll try to help you. Hope this gets you going.8-) Easy clicky.
Edit:
Sorry about the turn around time, been out of the loop for a little while.8-)
No MinGW32 binaries? 
I find it's hard to create them by myself...
Was this thread always here? Some of us receive forwarded email copies of all messages in the "Allegro Development" forum, including, just now, a 3.4 MB attachment. It wasn't a big deal for me but unless Matthew limits the size of attachments I suggest not starting or moving such threads in this forum in the future.
Thanks Don, I'll take a look at it later. I'm kinda busy until tomorrow afternoon, so I'll mess with it then and get it going.