I don't like to write much, so I give list:
- Starcraft
- Age of Empires 2
- Warcraft 2
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All commercial games AFAIK so unlikely to happen.
Now somebody else's turn to chime in and say "but you can make a launcher!"
Play Freeciv instead
Here are some open source real time and turn-based strategy games you might want to try:
Warzone2100 (Portable)

FreeCiv (Portable)
Glest Supposed to be natively portable but not PAF
Battle for Wesnoth Supposed to be natively portable but not PAF
UFO: Alien Invasion
Bos Wars
Though not playable yet (I think), here are two great strategy game projects worth keeping an eye on.
0 A.D.
Unknown Horizons
Hope that helps
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