In the old days you could statically link your program and run it on another Unix station without worrying about dependencies. Unfortunately static linking no longer works, so you need to make sure that your target platform has the right libraries.
For instance, in order to get Matlab compiled code running on a server, you have to copy over libraries and set environment variables as specified in Matlab's guide, followed by some investigative work to take care of dependencies and version conflicts not covered by Mathworks documentation.
Another example is when if you want to create a self-contained Scipy/Python environment that you could just copy over and use without needing to run configure and make.
For both cases Philip Guo's CDE tool comes helpful. It analyzes your program to find dependencies and makes a package with all the dependencies included. Then it runs the program through a kind of lightweight virtualization, intercepting program calls to trick it into thinking it's running in the original environment.
For instance, here's how you could make a self-contained environment for Python and Scipy:
git clone git://github.com/pgbovine/CDE.git
CDE/cde python -c "from scipy import *; print zeros(15)"
tar -cf package.tar cde-package
This makes a 26 MB file that includes that all files that were read during execution of that command.
Now you can move it to another machine that doesn't have scipy, prepare the environment and try it out as follows
tar -xf package.tar
../../cde-exec python -c "from scipy import *; print ones(15)"
This will work even if machine doesn't have Python installed, or has the wrong version of shared libraries installed, because cde-exec is reproducing the environment of the original machine. It works for anything that doesn't need files other than the ones accessed during package creation.
For instance, you could start an interactive Python session and run some SciPy examples like this
>>> from scipy import *
You could give your containerized program access to host system by creating symlink to the outside in cde-root