Python works on multiple platforms and can be used for desktop and web applications, thus I conclude that there is some way to compile it into an executable for Mac, Windows
Since python is installed on nearly every non-Windows OS by default now, the only thing you really need to make sure of is that all of the non-standard libraries you use are installed.
Having said that, it is possible to build executables that include the python interpreter, and any libraries you use. This is likely to create a large executable, however.
MacOS X even includes support in the Xcode IDE for creating full standalone GUI apps. These can be run by any user running OS X.