Here's a Portable C Compiler
I've seen requests for a portable C++ comiler and saw the thread about Bloodshed Dev and how the problem with it is that it is so HUGE...
Well this isn't a C++ compiler but it does do C. It is also tiny as one might guess by it's name (it will fit on a floppy disk!). It was made for Posix platforms but has recently been ported to Windows using the MinGW includes.
The main page for TinyCC it is here.
And the original port to Windows, TinyCC-PE, can be found in this mailing list thread.