XAMPP – Portable Web Server
XAMPP is a Web Server package that contains Apache, MySQL, PHP and Perl. XAMPP enables it's user to host a Website, Blog, CMS or try out PHP code and test MySQL database structures all from a testing or production environment. Best of all, the XAMPP server can easily be run from a portable USB device. So you can bring your server or script work with you.
XAMPP – Portable Web Server Screenshot:

License: Open Source
Authors Website: www.apachefriends.org
Installing XAMPP to a USB device:
- Download the XAMPP zip file and extract the contents of the zip to your USB device
- Locate the setup_xampp.bat file and double click it to setup the configuration
- Double click xampp-control.exe and start your server applications via the control panel