With other languages such as C/C++ if you link a library into your program statically, that library may dynamically load other dependencies. In Go, all dependencies have to be statically compiled into that package.
Rob Pike made a good point about this in one of the Go talks [1] (I think it was the "Meet the Go team" talk) when they were talking about package management and the static linking, and how in C++ you could get massive chains of useless includes (I think is came out of a question on the speed of the Go compiler). His reasoning was that all the code you need to compile a package should be in the one package binary. You shouldn't need to worry about having other 3rd-party packages that your dependency depends on installed on the target system.
[1] http://blog.golang.org/2012/07/go-videos-from-google-io-2012...