I've done it for Windows, Linux and Mac before. Note that these solutions freeze the Python side of things but do not freeze the platform side. For example they do not include the system libraries. Consequently running the frozen python app on a system that is a different distro, older or newer OS version, or has different system packages installed often leads to the frozen python app not being able to start.
Slide 19 of this if you are interested: http://www.bitpim.org/papers/baypiggies/siframes.html