While I don't particularly aim for GFWL titles, I've picked up a few in the past that have had achievements (similar to the Xbox 360). Is this what you mean?

Fallout 3 has GFWL achievements, as does Warhammer Dawn of War 2 and I think one/both of the Batman Arkham games have them.

Confession: I like seeing the Xbox achievement pop up when I complete something, too