Microsoft is working on their own Hyper-V Container that is similar to Docker - Azure also supports the Docker infrastructure.
That aside, it's hard to give precise alternatives but on the Windows side we've had App-V for quite a long time which virtualises and sand-boxes applications so they can be run or streamed without being actually installed on a specific system. I've never meddled with it but it seems to be able to run as a standalone client without any need of the intricate server infrastructure usually involved for anything Microsoft.
From another perspective the disk image format used by Windows (VHD) supports standard differencing so you can easily run many virtual machines from a single read-only OS image where each virtual machine have a tiny write image to handle the differences. These are still fullblown virtual machines though.
