This is one of my major annoyances with python and ruby. I want to take all the package dependencies and toss them into a single executable that at most relies upon the interpreter to be there.
With a bit of hacking you can do it but it isn't the most straightforward procedure, can be messy and isn't really supported by the community.
The Python side's actually really easy and well-supported: Python can run code from a zipfile, so tools like `py2exe` or `pyinstaller` get you down to Python interpreter + zipfile. That's two files, but only two files. I don't know if there's similar stuff on the Ruby side.
With a bit of hacking you can do it but it isn't the most straightforward procedure, can be messy and isn't really supported by the community.