Microsoft's multimedia API. At the time of writing it is up to version 9, and although it has quite a learning curve associated with it, DirectX is one of those factors that makes Windows such a good platform for multimedia/games.

The answer on the Linux side of things is probably SimpleDirectMediaLayer. However, nothing quite approaches the power (and complexity) of DirectX.

In typical Microsoft fashion, it took about 3 iterations of the product before it was any good, then another couple until it actually started having any appeal, and finally reached a state of being truly useful around release 8.

Its multiplayer protocol, used by the !DirectPlay? component, is actually copyrighted by MicrosoftCorporation, so games written on top of that connectivity component are almost impossible to port; at least, an Apple/Unix/Foo version of the game won't be able to multiplay with the Windows rendition.