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

You can do this for Windows with .NET languages using ILMerge

ILMerge is a utility for merging multiple .NET assemblies into a single .NET assembly. It works on executables and DLLs alike and comes with several options for controlling the processing and format of the output. See the accompanying documentation for details.

However:

Currently, ILMerge works only on Windows-based platforms. It does not yet support Rotor or Mono.