I wanted to create an object file for later linkage from several .o files and
issued a command like this
ld -r -o all.o *.o
But ld surprisingly appended stub to that file. So some programms, which
assume that input file is pure COFF failed to work.
I've tried to use -b coff-go32 to override (i thought it was default to
produce coff-go32-exe target) default target, but it won't help.

This may be a bug, but the simplest workaround is to use 'exe2coff' to remove
the stub from the file output by 'ld'.  Also, remember that 'ld' doesn't
inherently know about libraries as a type of output.  If you want to build
libraries, use 'ar'.