All the ones I use (cppcheck, jshint, jsxhint, ruby, clang) require that you have the toolchains already installed. Seems like a pretty consistent design. Those are the official linters [1], though.

Edit: Checked a bunch of the others, including those for Lua, XML and Python. None of them come bundled with the underlying tool.

[1] https://github.com/SublimeLinter