BatExe

A free, modern batch file compiling solution

BatExe is a program that lets you package arbitrary files plus a batch-file script in a Microsoft Windows executable. The result is a .EXE containting all your data, compressed.

Possible uses include creating portable applications, packaging installers, making self-extracting archives, and distributing single-binary Python programs.

To download the current release, please visit the project page.

For a demo, take a look at this single-file Python 2.5 interpreter.