I've had this link sitting in my brew pile for some time and wanted to see if I could get it to work with the latest version of Ruby and Rails, but since I've been too busy so far, I wanted to post it anyway in case a reader would find it useful.

Erik Veenstra has demonstrated how to use his Tar2RubyScript and RubyScript2Exe tools to take a Rails application and a SQLite database and package it up into a single re-distributable executable file. This allows you to distribute your Rails app in a single file to users who don't have Ruby or Rails installed.

RubyScript2Exe works on Windows, Linux, and OS X, so this solution should be possible on all of those platforms, but tread carefully and don't expect it to work right first time.