RubyScript2Exe is an interesting project that helps you to run ruby scripts on a machine that doesn't have Ruby installed on it. This projects creates standalone applications for Windows, Mac and Linux which can than be executed.
It collects all the files that are required to run the script on other machine: the Ruby script, Ruby interpreter and the Ruby run time library. Because these files are gathered from the local installation RubyScript2Exe creates an executable for the platform it run's on. No cross compile.
For more information checkout the RubyScript2Exe project.