Here are some common ones. I've included only projects that are being actively maintained as of my last edit (July 2021).
Unless otherwise noted, all programs listed below will produce an exe specifically for the operating system it's running in. So for example, running Pyinstaller in Windows will produce a Windows exe, but running Pyinstaller in Linux will produce a Linux exe. If you want to produce an exe for multiple operating systems, you will have to look into using virtual machines or something like Wine.
The following programs all work similarly -- they bundle together Python and your program, effectively combining them to produce an executable.
PyInstaller:
Website || Repo || PyPi
Supports Python 3.5 - 3.9 on Windows, Mac, and Linux.
cx_Freeze:
Website || Repo || PyPi
Supports Python 3.6 - 3.9 on Windows, Mac, and Linux.
py2exe:
Website || Repo || PyPi
Supports Python 3.6 - 3.9 on Windows only.
py2app:
Website || Repo || PyPi
Supports Python 2.7 (?) and Python 3 (?) on Macs only. The exact range of supported Python versions is currently undocumented.
Of course, that's not the only way of doing things:
pynsist:
Website || Repo || PyPi
Pynsist will create a Windows installer for your program which will directly install Python on the user's computer instead of bundling it with your code and create shortcuts that link to your Python script.
The pynsist tool itself requires Python 3.5+ to run, but supports bundling any version of Python with your program.
Pynsist will create Windows installers only, but can be run from Windows, Mac, and Linux. See their FAQ for more details.
Nuitka:
Website || Repo (Github mirror) || PyPi
Nuitka will literally compile your Python code and produce an exe (as opposed to the other projects, which simply include Python) to try and speed up your code. As a side effect, you'll also get a handy exe you can distribute. Note that you need to have a C++ compiler available on your system.
Supports Python 2.6 - 2.7 and Python 3.3 - 3.9 on Windows, Mac, and Linux.
cython:
Website || Repo || PyPi
Cython is similar to Nuitka in that it is a Python compiler. However, instead of directly compiling your code, it'll compile it to C. You can then take that C code and turn your code into an exe. You'll need to have a C compiler available on your system.
Supports Python 2.6 - 2.7 and Python 3.3 - 3.9 on Windows, Mac, and Linux.
My personal preference is to use PyInstaller since it was the easiest for me to get up and running, was designed to work nicely with various popular libraries such as numpy or pygame, and has great compatibility with various OSes and Python versions.
However, I've also successfully built various exes using cx_Freeze without too much difficulty, so you should also consider trying that program out.
I haven't yet had a chance to to try pynist, Nuitka, or Cython extensively, but they seem like pretty interesting and innovative solutions. If you run into trouble using the first group of programs, it might be worthwhile to try one of these three. Since they work fundamentally differently then the Pyinstaller/cx_freeze-style programs, they might succeed in those odd edge cases where the first group fails.
In particular, I think pynist is a good way of sidestepping the entire issue of distributing your code altogether: Macs and Linux already have native support for Python, and just installing Python on Windows might genuinely be the cleanest solution. (The downside is now that you need to worry about targeting multiple versions of Python + installing libraries).
Nuitka and Cython (in my limited experience) seem to work fairly well. Again, I haven't tested them extensively myself, and so my main observation is that they seem to take much longer to produce an exe then the "freeze" style programs do.
All this being said, converting your Python program into an executable isn't necessarily the only way of distributing your code. To learn more about what other options are available, see the following links:
