OCRA (One-Click Ruby Application) builds Windows executables from Ruby source code. The executable is a self-extracting, self-running executable that contains the Ruby interpreter, your source code and any additionally needed ruby libraries or DLL.

A Ruby Compiler

Releasy helps to make Ruby application releases simpler, by creating and archiving source folders, Windows folders, standalone executables, installers and OS X app bundles.

Crate is a developer tool to help package up your application as a custom static build of the ruby interpreter plus all dependent binary extensions. All the pure ruby code (the ruby application, the ruby stdlib, etc ) is packed into one or more SQLite databases. The final distributable pieces a...

Packing your Ruby application into a single executable.

Ruby to EXE - Turn ruby scripts into portable executable apps

A portable MRI Ruby environment and toolset