No dynamic scripting language can because you need the scripting engine. No bytecode-based language can, because you need the bytecode intermediary, so Java and its variants can’t. Otherwise, for compiled languages, it’s not really a language issue per se, its a linker issue.

Fortran, C, and C++ can be instructed to statically link any import libraries that are used by the final executable. Of course most apps that have GUI frontends can’t be statically linked because Microsoft/Apple/X Windows publish their GUI libraries as dynamic linked libraries only.