For VS applications using DYNAMIC linking: MSVCRTxx.dll where xx stands to the version of the C RunTime used (80,90,100,...).
For VS applications using STATIC linking: No dll is used.
For MinGW, I don't know.
Most applications use Dynamic linking anyways.
I thought the MinGW did depend on the DLL's, and would only statically build if the -static option was specified. You may be thinking of the build of MinGW that is bundled with IDE's most of the time (such as Code::Blocks), which is a TDM build. TDM builds will link statically by default.