Hi Dr. Diesel,
(current Tektronix employee speaking here)
The Tektronix DPO/MSO/MDO4000, DPO/MSO3000, and DPO/MSO2000 all run embedded Linux (I think version 2.6 on the latest). It's not user accessible - the scope boots right into the application. The scope does support USB memory sticks, USB keyboards, and can be placed on a network for printing to network printers and mounting network drives. You can also print to supported printers, or just use PictBridge. I never want people to think such products are unhackable - I suppose anything could technically be hacked. But since it doesn't run a commercial OS, it's not like there are legions of people writing viruses. I don't know what Agilent runs on their low-end scopes - it appears to be some sort of embedded OS. On their higher end scopes, they also run Windows.
As for Windows on oscilloscopes, the Tektronix DPO/MSO5000 and up does run Windows. These products used to ship with a recovery CD, but now the drives ship with a recovery partition and Acronis to make the scope "like new". Why? Because there is extensive interaction between Windows and the acquisition hardware. Many people install third party apps with no issue, but sometimes one of them messes up the scope application. Starting fresh is easier than trying to figure it out. I had one customer install some sort of low level part programmer on his scope for programming a DSP he was evaluating. I have no clue what happened, but suddenly he couldn't save screenshots. Acronis recovery was the easiest way to fix it. I've also seen oscilloscopes come back from third party calibration labs acting kind of funky - once again, recovery fixes it.
As long as the scope works, I suppose it doesn't matter what OS it runs. Our scopes running Windows 98 still function as they did when they were introduced. But since I believe there is a limit to security updates, many people avoid putting such products on networks.
Hope that answers your question.
Joel