Like Hank Gay and Alex Martelli, you can use py2exe. In addition, I would suggest exploring the use of IronPython . Depending on your application, you may use libraries built into the .NET platform (or MONO, if for Linux). This reduces the size of your delivery, but adds minimal requirements to your program.
Also, if you use functions from the library, you can use from module import x instead of doing a wildcard. It also reduces the size of your ship, but maybe not too much.
Hope this helps
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