We put a lot of effort into being able to run an application directly from a compressed single-file binary, you have a small executable with a big payload attached to the end of it. The payload essentially contains a mountable filesystem, however because windows doesn't support doing anything like that from an unprivileged account we had to emulate many things Windows normally does, including execution of binary images.
We did some tricks where executable data was stored on disk in a format it can be directly memory mapped and run without reading anything - this allowed us to launch most applications over a network without extracting anything to disk locally and achieve millisecond launch times. Pages would get pulled into local memory by the OS as needed while the application was running.
The end result was that you can create a single EXE file could contain things like python + script, or more complex like photoshop & Word. Just go to a new computer from a guest account, launch the EXE and you instantly start using that app.
I haven't been involved with it for the last 6 years, but I believe vmware still offers it.