Which programming languages that can generate self contained windows .exes?

Question

I want to make an easy to deploy Windows application and was was wondering which programming systems can create totally self contained Windows .exe files?

As a plus, if

Answer 1

Delphi compiles to one executable, and generates native windows executables. So no dependencies to any kind of framework. If you use Free Pascal (fpc) and the Lazarus IDE, you could even develop for Linux and Apple from the same source.

If your using external dll's this would become a bit more tricky, but you could pack them up in your resource file and still maintain the one exe property.

Update 2020: since @Vassilis & @Marco van der Voort commented on this, I would like to update my old andswer and add that go is a very good way to make self-contained executables. Even crossplatform compilation is realy simple.