Lisp in a Box
Self-contained Lisp IDEs for various OSes (soon): Lisp in a Box @ Currently Windows (binary) and Linux (source) are supported. Mikel Evins has made a Lisp in a Box for Mac OS X out of Emacs, OpenMCL, and SLIME. Version 0.1 is here: (dead link)

LispBox is a version offered by Peter Seibel.