How to change vim cursor shape in different modes

I use vim under iTerm2 in Mac, or putty in windows. I want to see different vim cursor shape in different vim mode. I know gvim & macvim have this feature, and there's an article to figure out how to do that in gnome-terminal & KConsole. But I can't search out any solution in iTerm2 and Putty.

How do I change my cursor mode?

Step 1: Navigate to the Mouse properties window as we did earlier. Step 2: Select the Pointers tab. Step 3: To select a custom cursor for the highlighted individual icon, click Browse. Step 4: That will open the default cursors folder, where hundreds of different cursor options are available.

How do I change cursor shape in terminal?

In the Terminal app on your Mac, choose Terminal > Preferences, then click Profiles. In the Profiles list, select a profile. Click Text. Under Cursor, select a cursor style.

This plugin by the great Steve Losh takes care of iTerm2. I don't know about Putty.