In Windows, a Mutex is global, that is it operates across processes and Critical Sections operate on threads within a process.
32bit Windows arrived with a variety of ways of synchronising. Traditionally, Unix had Semaphores (which is a generalisation of a Mutex). However, FreeBSD (and hence OS X) has a Mutex and I expect all the other Unix/Linux distros to have their own too. http://fuse4bsd.creo.hu/localcgi/man-cgi.cgi?mutex+9
It is generally true that Mutexes operate across processes.