Please Note: Portable as in portableapps.com, not in the traditional sense of a language that can be used on multiple architectures or operating systems. Whoeve
There are a couple of options for Python that might fit your bill:
The first is IronPython, which can be run without an installer and will play nicely with .net APIs. This gives you access to anything with a .net API or a COM typelib that you could build a PIA for. I've used at as a scripting mechanism for precisely this reason - it could be dropped into a directory within the system and did not need to be explicitly installed..
You will have to have an appropriate .Net runtime installed, but .Net 2.0 is installed with SQL Server 2005. SQL Server can be accessed through ADO.net and building GUIs with Winforms is fairly straightforward.
The second is Portable Python which is designed to be run off a USB key. Although I see you've already tried it, you might elaborate on what the shortcomings were. If something isn't available in the basic install you could always look into building a custom version with it included. TkInter (at least) is bundled.
You can also use Py2EXE to generate standalone python applications with all superfluous junk stripped out. This will give you about 10 files or so (depending on the number of DLLs) that can be run from a single directory, possibly on a USB key.
Running local python installs on Unix-oid OS's is pretty straightforward, so that's pretty much a no brainer. Also, python comes with most linux distros and is available as 'contributed software' from most if not all trad unix vendors. IIRC it's also bundled with MacOS.