As for OS X, Selenic already has some versions listed on their download site (http://mercurial.selenic.com/wiki/Download).

I would be very interested to fix this one, but I need help. 

Any idea how to create self-contained package of the hg on Linux?

On Windows it's easy: pack the hg installation dir together (without some config files) and use as an install dir on the target PC. Monkey see, monkey do. No troubles at all.

I'm not an expert, but I guess that on Linux, there are lots of preconditions: which libraries are installed and where, which python version and where, which system architecture etc.

If it would be possible to get a zip archive with ALL stuff needed and runnable (I would prefer 32 bit version, as it also should run on 64 bit system), I could create the native Linux fragment in few minutes.

Regards,

Andrei