tar has been added as a native function in Windows 10 since the posting of this.
From the command prompt or PowerShell in Windows 10 I can run
tar -xvzf .\whatever.tar.gz
Note that the
.\ was added after auto-completing by the use of
tab in PowerShell, but I think it should work without that.
There may be some underlying differences between this function and its Unix implementation (since it is on Windows after all), but it worked for me.