Yes - cx_Freeze. Nice example is Cura application: https://github.com/Ultimaker/cura-build/tree/master/packagin... (hint: .in files)

They are shipping Python 3.5.2 + required PyQT5 parts + other python libraries. Only Python files visible for users are in plugins folder (rest are bundled[as pyc-s] in single zip file, python interpreter is "merged" with entry *.py file as an executable).

You can easily download Cura from Ultimaker site and "inspect" result yourself ;)