Jeepxo's right on. It's really up to you, Joe.
You're not going to find anything that looks and feels the same as ColdFusion without running ColdFusion... but you can certainly replicate it's abilities (with varying degrees of difficulty) in just about any language (Jeepxo didn't happen to mention PHP... which is actually one of my favorite alternatives).
But, unless you're talking about a full on desktop application (ie - a Windows executable built in C++, for instance), the user is more than likely going to have to have something installed (some sort of app server, or at least a language interpreter) to run it. With something like PERL or PHP, the price (free) is certainly better than ColdFusion... but the user would still need to know how to install the solution and how to maintain it.
But, if you step back a bit and maybe look at what you're trying to do in a little different manner. "Deployable App" can mean many things. If you broke out that functionality that you would like to write in ColdFusion, you could certainly offer it up as a web service from your server (which presumably runs ColdFusion). Then your users can interface can consume the web service(s) with whatever language/technology their environment supports.
-Carl