Joel Spolsky wants a linker for .NET. I wholeheartedly agree ... the installation overhead required for distributing C# apps at the moment totally sucks. If I make anything for anybody else, I can't use C# because it'll take them all day to download and install all the prereqs. So I end up using something else, like Python, which has a small enough runtime that I can just bundle the lot together.
It's certainly possible -- Java developers have JET, which compiles to native code and links in the relevant JRE bits. Now we need something for .NET that does the same.