eGenix PyRun looks like it might be useful someday
Our new eGenix PyRun™ combines a Python interpreter with an almost complete Python standard library into a single easy-to-use executable, that does not require a system wide installation and is fully relocatable.
PyRun’s executable only needs 12MB, but still supports most Python application and scripts - and it can be further compressed to 3-4MB using gzexe or upx.