“Instant Rails is a one-stop Rails runtime solution containing Ruby, Rails, Apache, and MySQL, all preconfigured and ready to run. No installer, you simply drop it into the directory of your choice and run it. It does not modify your system environment.”
The only downside is that it’s only available in a Windows version, but the site says that there are plans for ports to Linux, BSD, and OSX.
The package comes with a simple cookbook application/site to make it easy to understand how to use Rails. Note: As the installation instructions point out, the path where you install this must not contain any spaces, so don’t, for example, put it in C:\Program Files.
Thanks to Yannis Labrou for telling us about this.