Now you can carry your favorite computer programs along with all of your bookmarks, settings, email and more with you. Use them on any Windows computer. All without leaving any personal data behind. There few including Operating systems.

Here are some examples

Applications

Accessibility

• Firefox Accessibility Extension - Make Firefox more accessible
• On-Screen Keyboard Portable - Easily access an on-screen keyboard
• Virtual Magnifying Glass Portable - A full-featured screen magnifier

Development

• Notepad++ Portable - A full-featured text editor with syntax highlighting
• Nvu Portable & KompoZer Portable - The easy-to-use Nvu web editor
• XAMPP - Apache, mySQL, PHP, phpMyAdmin, etc in one package

Games

• DOSBox Portable - classic DOS games to go
• Mines-Perfect Portable - a classic hunt-for-mines game with advanced features
• PokerTH Portable - classic Texas Hold Em style poker at its best
• Sudoku Portable - the wildly popular and addictive puzzle game

Graphics & Pictures

• GIMP Portable - Photo and Image Editor

Internet

•     Opera Portable Edition  - Fastest browser on the earth
• FileZilla Portable - the full-featured FTP client
• FireFTP Extension (for Firefox) - a lightweight extension
• Miranda IM Portable - chat with AOL, MSN and Yahoo users in a customizable interface
• Mozilla Firefox, Portable Edition - the award-winning web browser that's safe and secure
• Mozilla Thunderbird, Portable Edition - the handy email client
• Nvu Portable & KompoZer Portable - the easy-to-use webpage editor
• Pidgin Portable - chat with AOL, MSN and Yahoo users in an easy-to-use interface
• PuTTY Portable - lightweight telnet and SSH client
• Sage Extension (for Firefox) - A full-featured RSS extension
• WinSCP Portable - SFTP, FTP and SCP client

Music & Video

• Audacity Portable - A simple audio editor and recorder
• MPlayer Portable - Full-featured movie player with support for most video formats
• VirtualDub Portable - video processing and capture utility
• VLC Media Player Portable - An easy to use media player that plays most audio and video formats

Office

• AbiWord Portable - a lightweight word processor compatible with Microsoft Word files
• Lightning Extension (for Thunderbird) - A lightweight extension for your calendar and tasks
• Mozilla Sunbird, Portable Edition - Calendar and task management with a familiar interface
• Mozilla Thunderbird, Portable Edition (Address Book) - Email client's built-in address book with import/export functions
• OpenOffice.org Portable - word processor, spreadsheet, presentations with Microsoft compatibility
• Sumatra PDF Portable - a lightweight PDF viewer

Operating Systems

• Mac-on-Stick - Run Mac OS Classic 7 portably

Utilities

• 7-Zip Portable - File archiver and compressor
• ClamWin Portable - Antivirus on the go
• Command Prompt Portable - Simple link to a customizable command prompt
• Eraser Portable - securely delete files and data
• KeePass Password Safe Portable - Secure, easy-to-use password manager
• PortableApps.com Backup - integrated backup utility bundled with the platform
• PortableApps.com Menu - integrated start menu bundled with the platform
• Toucan - backup, sync and encrypt for advanced users
• winMd5Sum Portable - check md5 sums to verify files on the go
• WinMerge Portable - file comparison and merging

These are some examples

you can find many other in the following links

1. portable freeware
2. opera usb
3. portable applications
4. Best Free Portable Windows Freeware
5. CCleaner
6. Windows Live Writer

Here is one tutorial which describes How to make a portable Linux

You can find too many portable applications. if you are in search for a specific portable application give it a search in google, yahoo or MSN, you will get it 80%