Oldie but a goody: SimCity Classic for Windows appears fully portable.
I recently pulled out the install CD for SimCity Classic to see if it might be portable (or portable-ized) and was gratified to see that it does seem to be.
The Windows version appears to just be a re-dressed version of the original DOS program with some additional sounds added, so no registry entries are created of course.
It's not the latest-greatest version of this great game, but I think I spent all of ten dollars on it a couple of years ago. It's gotta be cheap if not free, if it's still available out there at all.