py2app
- A distutils command that packages Python programs into stand-alone Mac applications.
- http://svn.pythonmac.org/py2app/py2app/trunk/doc/index.html

py2exe
- A distutils extension to convert Python scripts into executable Windows programs.
- http://www.py2exe.org/

PyInstaller
- A program that packages Python programs into stand-alone executables, under Windows, Linux and Irix.
- http://pyinstaller.hpcf.upr.edu/cgi-bin/trac.cgi

cx_Freeze
- A set of utilities for freezing Python scripts into executables, available for Windows and many Unix variants.
- http://starship.python.net/crew/atuining/cx_Freeze/