Nuitka (nuitka.net) does that for python, and is very robust and compatible. It works way better than py2exe, cx_freeze, etx, and is cross platform.

However, the result, even for small scripts, is not what I would qualify as "small" :)

I also like pex (https://github.com/pantsbuild/pex) which allows to bundle a whole venv as a python script. Less heavy than nuitka, doesn't make it stand alone though, but very handy for quick and dirty scripts I want to one shot on my servers.

That doesn't remove any merit to nim. Such a cool project.