Windows only: System monitoring utility Yet Another Process Monitor is not just a powerful way to see what's going on under the hood—it's also portable.
Once you've downloaded and extracted the no-installation-required software, you can put it on a flash drive or take it anywhere you'd like—so long as the target system has .NET Framework 2.0 installed. The utility can do everything you'd expect from a process manager, including a nice option to right-click a process and search the internet for more information.
There are plenty of more powerful features for the more tech-savvy, like detecting hidden processes, monitoring remote machines, and even viewing the memory of a process in a hex editor. Yet Another Process Monitor is free and open source, available for 32-bit Windows systems only.