Deprecated. Original gist is perfect now!
This downloads standalone 64-bit MSVC compiler, linker & other tools, also headers/libraries from Windows SDK into portable folder, without installing Visual Studio. Has bare minimum components - no UWP/Store/WindowsRT stuff, just files & tools for 64-bit native desktop app development.
Run python.exe msvc_portable.py and it will download output into MSVC folder. By default it will download latest available MSVC & Windows SDK.
You can list available versions with python.exe msvc_portable.py --show-versions and then pass versions you want with --msvc-version and --sdk-version arguments.
To use cl.exe/link.exe from output folder, first run msvcvars.bat - after that PATH/INCLUDE/LIB env variables will be setup to use all the tools as usual. You can also use clang-cl.exe with these includes & libraries.