The official gVim Portable is built without built-in Python support. If you need it:
let $PATH = $PATH . ";" . $VIM . "\\..\\..\\..\\MovablePython\\movpy"
let $PYTHONPATH = $VIM . "\\..\\..\\..\\MovablePython\\movpy"
let $PYTHONPATH = $PYTHONPATH . ";" . $VIM . "\\..\\..\\..\\MovablePython\\movpy\\lib"
let $PYTHONPATH = $PYTHONPATH . ";" . $VIM . "\\..\\..\\..\\MovablePython\\movpy\\lib\\library.zip"
That's it. Now start gVim Portable and try to run a Python command, eg. :py import platform; print platform.system()
Note: In an earlier version of this post the Portable Python development release from PortableApps.com was used instead of Moveable Python. This does not work because of some issues with module loading.
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