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Phalanger
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Phalanger is a project which was started at Charles University in Prague and was supported by Microsoft. It compiles source code written in the PHP scripting language into CIL (Common Intermediate Language) byte-code. It handles the beginning of a compiling process which is completed by the JIT compiler component of the .NET Framework. It does not address native code generation nor optimization. Its purpose is to compile PHP scripts into .NET assemblies, logical units containing CIL code and meta-data.
Bambalam
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Bambalam PHP EXE Compiler/Embedder is a free command line tool to convert PHP applications to standalone Windows .exe applications. The exe files produced are totally standalone, no need for php dlls etc. The php code is encoded using the Turck MMCache Encode library so it's a perfect solution if you want to distribute your application while protecting your source code. The converter is also suitable for producing .exe files for windowed PHP applications (created using for example the WinBinder library). It's also good for making stand-alone PHP Socket servers/clients (using the php_sockets.dll extension). It's NOT really a compiler in the sense that it doesn't produce native machine code from PHP sources, but it works!
ZZEE PHPExe
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ZZEE PHPExe compiles PHP, HTML, Javascript, Flash and other web files into Windows GUI exes. You can rapidly develop Windows GUI applications by employing the familiar PHP web paradigm. You can use the same code for online and Windows applications with little or no modification. It is a Commercial product.
phc-win
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The PHP extension bcompiler is used to compile PHP script code into PHP bytecode. This bytecode can be included just like any php file as long as the bcompiler extension is loaded. Once all the bytecode files have been created, a modified Embeder is used to pack all of the project files into the program exe.
Requires
php5ts.dll
php_win32std.dll
php_bcompiler.dll
php-embed.ini
ExeOutput
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Commercial
WinBinder
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PHPDesktop
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PHP Desktop is an open source project founded by Czarek Tomczak in 2012 to provide a way for developing native desktop applications using web technologies such as PHP, HTML5, JavaScript & SQLite. This project is more than just a PHP to EXE compiler, it embeds a web-browser (Internet Explorer or Chrome embedded), a Mongoose web-server and a PHP interpreter. The development workflow you are used to remains the same, the step of turning an existing website into a desktop application is basically a matter of copying it to "www/" directory. Using SQLite database is optional, you could embed mysql/postgresql database in application's installer.
EDIT
Another option is to use
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an online compiler that can build executables for a number of different platforms, from a number of different languages including PHP