Hi, this is my first post. I do share a lot the philosophy behind this great site, I will submit stuff when I find something (also for my own reference).
I've found this following a link from this site, it seems not listed but should be fine into the "web servers" section: WOS (Webserver on Stick).
And it may be interesting also:
Wiki on a stick with WOS.
I've not tryed them, but I think they had to be submitted.
Besides, I'd like to point out that with Opera9's widgets support it is possible to have all the widgets running without any installation, all the files are just regular zipped archives of js/html/css/xml/img files copied into Opera's folder or wherever the config file points to ;)