ruby
RubyScript2Exe
RubyScript2Exe converts your Ruby application into a standalone, compressed Windows, Linux, or Mac OS X (Darwin) executable.
There is also a decent message
Another possible option is the Shoes GUI framework , which can create Widows, Linux, and OS X executables from your Shoes application.
Python
py2exe
py2exe is a Python Distutils extension that converts Python scripts to Windows executables that can be run without having to install Python.
py2exe is used by BitTorrent, SpamBayes and thousands of others
Php
Bambalam PHP EXE Compiler / Embedder
Bambalam PHP EXE Compiler / Embedder is a free command line tool for converting PHP applications to standalone Windows.exe applications. The exe source files are completely standalone, php dll, etc. are not needed.
and is it easy to make this app for mac?
Py2app
py2app is a Python setuptools command that allows you to create stand-alone application packages and plugins from Python scripts. py2app is similar in purpose and design to py2exe for Windows.
In addition, there is a "Build Applet" utility included in the Developer Tools. Drag the Python script onto it and it will become .app . The utility is located in /Developer/Applications/Utilities/MacPython 2.5/
Note that all of the above basically takes your script, packs it along with the Python interpreter and any dependencies, and runs your script at startup. If you use a graphics platform that does not work on Windows, running it through Py2EXE will not make it work!
Also as Peter D mentioned, you need to be careful about dependencies - if your application requires a MySQL database, your users will need to install it separately in order to use your application, and each library you use will add size to your executable files.