<Quote>
A Pennsylvania organization that helps develop affordable housing
learned a painful lesson about the hazards of online banking using the
Windows operating system when a notorious trojan siphoned almost
$480,000 from its account.

....While circumstances are different in each case, they all point to a
single point of failure: Each theft relied on the successful
compromise of a Windows-based system....

To be clear, that's malware that ran only on Windows....

But if you insist on making online payments and transfers, the best
decision you can make is to stop using Windows to make those
transactions. Even if you're careful, software vulnerabilities these
days are simply too numerous and the malware too sophisticated for
anyone to know with a reasonable amount of certainty that their
machines aren't compromised.

True, there's no way to know your Mac or Linux machine isn't
compromised, either. But so far, there are few if any reports of
banking trojans that attack those systems. (And yes, as Apple's market
share continues to rise, it's likely OS X will be targeted. We can
cross that bridge when we get to it.)

But in this age of free Live CD boot disks, there's no good reason for
anyone to continue using Windows-based machines to access sensitive
financial sites. Just ask the folks at Cumberland's redevelopment
authority.
</Quote>

http://www.theregister.co.uk/2009/10/14/microsoft_windows_bank_thefts/