How to make Linux application (all in one fille) installer? I am working on some Linux application. It is the right moment to start thinking about deployment. So my question is: How to create a one file installer like for example *.run or *.sh files that sometimes can be found in internet (for example nVidia drivers or Wolfram Mathematica CDF).

Just use makeself, it creates a shell script with an included archive and can run commands after extraction.