You can bundle a Python program up into an executable with things like py2exe and cx_Freeze, and it will do most of the grunt work of bundling up any necessary

You can bundle a Python program up into an executable with things like py2exe and cx_Freeze, and it will do most of the grunt work of bundling up any necessary dependencies (scripts, stdlib stuff, DLL's, etc.) into the .exe. (It's been a while since I used either of those tools, so there may very well be other alternatives around now.)