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ExeScript - BAT to EXE, VBS to EXE Converter, Batch to EXE
BatExe - Package a batch file plus any data into a .EXE.
Squirrel.Windows - Squirrel is both a set of tools and a library, to completely manage both installation and updating your Desktop Windows application, written in either C# or any other language (i.e., Squirrel can manage native C++ applications).
binbash - A command line utility for compiling a shell script into a binary executable.
compile ahk - Compile AHK is a GUI based script that assists with compiling AutoHotkey scripts
Inno Setup - Inno Setup is a free installer for Windows programs.