I've dinked together a proof of concept for packaging up a Ruby app into a
single Windows executable. To jump straight to it, go here:
http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/scrapware/scrapware/ruby/cl/R
ubyCart/

I must say, open software rocks.

It requires Delphi 6 Personal Edition, a free (but requires registration)
download from Borland for non-commercial usage.
http://www.borland.com/delphi/personal/del6personal_keyanddown_steps.html 

To use it, package up your Ruby scripts along with the ruby.exe and
mswin32-ruby16.dll into a self-extracting .zip that retains the folder
structure required to execute. The included example is simple:

  execute.bat
  myapp.rb
  ruby.exe
  mswin32-ruby16.dll

At the moment, the root dir in the .zip structure must be rubyapp. Info-Zip
zip.exe and unzipsfx.exe are included in the CVS rep. 

An included .bat file will .zip and .exe the .\rubyapp contents. Another
.bat will build a .res file containing the self extracting .exe. Then, build
the Delphi project, which outputs a RubyCart.exe that is mostly the embedded
.res file. RubyCart.exe is now a self-contained Ruby project executable
ready for deployment (theoretically ... it worked for me once :)

The Delphi code is simple ... extract the rubyapp.exe, execute it in the
current dir, so all the contents should now be in a .\rubyapp sub-directory.
chdir to rubyapp and execute the execute.bat file.

I'd like to know if anyone else is interested in this endeavor. If so, chime
in and let me know what you think. 

Chris Morris
chris.morris / snelling.com