You could quite easily do this with something simple like a .zip file containing all the files; so long as all the files are exported to the same directory then they should all work! The downfall is if there are lots of dependancies for the modules, ie they have extra folders you would need to find.
I also think a fair amount of people/companies write their own packaging systems so that all the modules are in 1 .py file that opens in the console and exports everything to it's correct place. This would require a fair amount of work though so you may to try and find one prebuilt. I've gone down this method and it didn't prove too taxing unitl I had to unzip .zips with files in...
As another solution you could try PyExe (I think it's called that) to export everything to a single .exe file (Windows only though)
I personally havn't used setuptools, distribute or distutils so can't comment on those unfortunately.
1 other thing to bear in mind is the licences for each module, some may not be allowed to be redistributed so check first!