I have no idea how sandboxing works in other OS's, but Windows 8 comes with AppDomains AppContaners, which is a form of sandboxing. Would it be what you expect?
Well, Chrome (the browser) sandboxes everything, and you can sandbox programs manually using a program called "Sandboxie" (or you could write one yourself). You could probably also create a standard user account and run programs as that user (I don't know if Windows can do that, but on UNIX you can use su <user> <command>).