Python works on multiple platforms and can be used for desktop and web applications, thus I conclude that there is some way to compile it into an executable for Mac, Windows
First you will need some GUI library with Python bindings and then (if you want) some program that will convert your python scripts into standalone executables.
Cross-platform GUI libraries with Python bindings (Windows, Linux, Mac)
Of course, there are many, but the most popular that I've seen in wild are:
Complete list is at http://wiki.python.org/moin/GuiProgramming
Single executable (all platforms)
PyQt
)Single executable (Windows)
Single executable (Linux)
Single executable (Mac)