First off, you don't want to. I swear. No one will think less of you if you release your game as an interpreter, a game file, and a small batch file to start it. Bundling interpreters is a VERY BAD IDEA.
That said, I'll show off what a hypocrite I am by releasing BundleMonkey. BundleMonkey is a generic terp-n-gamefile bundler. It works by appending the interpreter and gamefile to the end of a small piece of loader code. When run, it extracts both to the current directory for the duration of play. This is a very silly way to do it, but it's a very silly thing to do anyway. However, this method has the advantage that it should work with almost any interpreter, even ones I didn't write. BundleMonkey is available for DOS only, and uses Allegro and its associated tools.