Update for 2016:
The new kid on the block is Kestrel.
Kestrel is an open source web server that is a part of the ASP NET Core initiative by Microsoft. It is an event based webserver built upon libuv (it basically node.js - js + .net). This means that it should be easily portable between different operating system. Unfortunately, it does mean it requires an external native dependency.
https://github.com/aspnet/KestrelHttpServer
An older project that does this is Nowin
https://github.com/Bobris/Nowin/tree/master/Nowin
This is an implementation of Owin built entirely within .net. Unfortunately, it has been deprecated in favor for Kestrel.
