There's a long answer and a short answer to this question.

Short answer: Only if the "other OS" in question is another version of Windows.

Long answer: This really does depend on the "other OS." Windows is... mostly the same no matter the version, which is why people rarely dual-boot with two versions of Windows because, really, what's the point? Chances are the "better" version of Windows will run the application anyway, right?

Well, this depends on if the older version of Windows is NT based. Windows ME, 98, 95, 3.11, etc are all "MS-DOS" based, meaning that a lot of their "system calls" are based on the "DOS" way of doing things and, with the exception of ME, were pretty dependent of there being a working MS-DOS foundation on the system.

Why is this relevant? Because Windows XP and newer are ALL based on the technically superior and VASTLY different ABI and operating environment provided by the NT operating system, which was not even remotely MS-DOS based. While a lot of Windows apps at the time still worked through compatibility layers, the bottom line is that old "DOS/Windows" was just plain incompatible.

Sum the above up: You'd dual-boot Windows if you have old legacy apps that don't play nice with cmd.exe.

Oh, but what about a completely "foreign" operating system such as Linux? Again, there's a short and a long answer.

Short answer: No, Linux and Windows don't run each other's applications.

Long answer: Unless they get a little help. Strictly speaking, the answer is "no." Simply dual-booting Windows and Linux on the same system does not mean they'll automatically or magically gain binary compatibility (Run each other's programs.) with each other. Dual boot simply means you have the choice of being able to boot between two operating systems.

So what is the "little help?" Covering the most obvious base: There's virtualization, which means actually running an operating system as a guest of another operating system. This is like emulation, except emulation is all about using current hardware to pretend to be entirely different hardware, whereas virtualization is about using hardware to pretend to be mostly exactly what it is... but for another operating system.

For it to work optimally, usually this relies on the host platform actually having it's own low-level support for virtualization (Another difference from emulation which, because its virtual hardware of a completely different architecture there's no way the platform can really natively "support" the emulator the same way it can support a virtual machine.). Basically you set up a virtual machine, install the guest OS, install your apps, and go. Some even offer "seamless" desktop integration!

The problems of virtualization are twofold: First off, it is going to take a lot of resources to perform well. If you don't have a great computer, this is a poor option. Second off, it's still not "Linux running Windows software" but rather "Linux running a virtual machine running Windows running Windows software."

Linux has a fantastic option, however, known as WINE. As the acronym says: WINE Is NOT and Emulator. It's an open source implementation of the Windows API that even provides "native" support for PE (Windows.) executables. The downside here is that WINE is hardly 1:1 for the Windows API. It's not like its an open standard, the Windows API. WINE is mostly built through reverse engineering the Windows API and figuring out how Windows applications run on Windows. On the plus side, VERY frequently, even in gaming, WINE has been shown to actually run Windows apps BETTER than Windows itself!

Windows doesn't really have the same thing. Well, there's Cygwin, though it's hardly intuitive. coLinux shows promise, though I believe it, too, is virtualization.

Keep in mind I am not talking about high level interpreted languages that merely need things like an interpreter or JIT languages like Java, which can often produce platform-independent apps.

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