Gauche that is hosted on this site can do it. It does by statically linking the entire Gauche system so may not be the best option. Besides Chez (compiling to native code) that sibling comments mentioned, other options are CHICKEN and Gambit compiling to C (CHICKEN docs provide instructions to even cross-compile[0]).

[0]: http://wiki.call-cc.org/man/5/Cross%20development#cross-deve...