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
You can certainly do this with C/C++. Technically the runtime libraries are required, but they should already be installed on any windows, mac or linux system.
With .NET you can compile to an EXE, but of course the .NET framework is required. For newer versions of windows it should be installed by default, but on older versions (XP or older?) it may or may not be there. And of course you couldn't expect mono to be there by default on linux or mac either.
QBasic can :-)
I wrote a few command line tools using it!
I would recommend taking a look at AutoIt. It is an easy-to-use scripting language that will compile into an exe, so there are no runtimes needed. This would be for windows only though.
http://www.autoitscript.com/autoit3/index.shtml
From the website:
AutoIt v3 is a freeware BASIC-like scripting language designed for automating the Windows GUI and general scripting. ... AutoIt is also very small, self-contained and will run on all versions of Windows out-of-the-box with no annoying "runtimes" required!
You can use Tcl/tk. The technology you should research is a "starpack", which combines a runtime executable (a starkit) with a platform-specific runtime (a "tclkit") to create a single-file executable. It's remarkable in the fact that it's not just compiled code, but an entire self-contained virtual filesystem that can include images, sound, data, etc.
This same technology works for many platforms from the same code base. The only thing that is different is the platform-specific runtime. You can even "cross compile" in that you can copy the runtime for multiple platforms onto your dev box and then build starpacks for each platform without having to actually be on each platform.
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.
JavaFX 2.2 supports that. It allows creation of self-contained applications targeting Windows, Mac OS, and Linux.
Please follow this link for more information: http://docs.oracle.com/javafx/2/deployment/self-contained-packaging.htm.