Does anyone (here) know if Windows 8 will have a sort of fat exe that one can compile with Visual Studio 2012 that will be supported on both ARM and x86 machines? I am guess
The need for fat binary support in Windows 8 is mitigated by the requirement that binaries for the ARM platform be distributed through the Windows app store. Modern apps are compiled to a single package.
I've seen no news, hints, or even rumors about such feature. Considering that we already have to keep a separate set of executables and DLLs for x86 and x64, I don't see this changing for ARM. Also, considering ARM machines usually have quite limited memory as it is, dragging along x86/x64 ballast "just in case" makes even less sense.
Separate binaries are needed for execution on different systems. Similar as they have for win32 and win64.