"[[http://www.portablepython.com/|Portable Python]]"
is a distribution of the Python programming language that

 * can be run without installing it.
 * from a USB drive, for example.
 * includes many extras such as different IDEs, wxPython, etc.
 * the exact set of extras available depends on the version of Python.
 * can be obtained for Python 2.5, 2.6, or Python 3.0.
 * is only available for Windows.

According to their official [[http://www.portablepython.com/|website]], this distribution is not being developed anymore. However, the website is still worth a visit as they list several alternatives such as Anaconda that largely fulfill the same purpose.

If it interests you, another analogous distribution is MovablePython.