I'm a big fan of VIM and I use VI mode for my terminal in Mac/Ubuntu. It's very easy to set a Vi Mode in Unix OS: simply put set editing-mode vi set keymap vi-command into ~/.inputrc.
However, my current company forces me to use Windows, and I would like to know if there are any Windows Shell Emulator that supports Vi Mode?
I would recommend you to try PowerShell version 3+ and PSReadLine module. It does support vi mode as of version 1.2, and emacs mode for a while now (it was there already when I started playing with it).