You could compile a Python web-server application to a stand-alone binary. Here is an example I just tried, where the standard Python 2 SimpleHTTPServer module is compiled to a stand-alone binary using PyInstaller.
Install PyInstaller:
pip install PyInstaller
Move to a location where you don't mind generating some files:
mkdir /tmp/python-server
cd /tmp/python-server
Generate the binary:
pyinstaller --onefile /usr/lib/python2.7/SimpleHTTPServer.py
Run the generated binary (located in the dist subdirectory):
./dist/SimpleHTTPServer
You should see the server start as if you had run the script using the Python interpreter:
Serving HTTP on 0.0.0.0 port 8000 ...
There are many posts which discuss methods for compiling Python programs to stand-alone executables and which include alternatives to PyInstaller, e.g.: