I had problems with most of the tools in other answers as they are all very outdated.
If you need a solution that will "just work", pack a bare-bones version of php with your project in a WinRar SFX archive, set it to extract everything to a temporary directory and execute php your_script.php
.
To run a basic script, the only files required are php.exe
and php5.dll
(or php5ts.dll
depending on version).
To add extensions, pack them along with a php.ini file:
[PHP]
extension_dir = "."
extension=php_curl.dll
extension=php_xxxx.dll
...