Static Linking of libraries created on C# .NET

ILMerge is what you're after.

I'm not sure I'd really call this "static linking" - it's just merging several assemblies into one. (In particular, please don't get the impression that this is building a native, unmanaged executable.) However, I think it's what you're after :)

Update: ILMerge is now open source and is also available as a NuGet package:

Install-Package ilmerge 

You can place all of your code into one EXE project, use a third-party linker (google .net static linker for a number of options), or use ILMerge as illustrated here.

The third-party linkers generally also offer code obfuscation, and some can also statically link the .NET Framework.

Stumbled across this question, and found another method of achieving these ends from Jeffrey Richter (http://blogs.msdn.com/b/microsoft_press/archive/2010/02/03/jeffrey-richter-excerpt-2-from-clr-via-c-third-edition.aspx): you can embed your .dll into your executable as a resource, then overload the AssemblyResolve event to load the assembly that way. Quoting the code from the link:

AppDomain.CurrentDomain.AssemblyResolve += (sender, args) => {
   String resourceName = "AssemblyLoadingAndReflection." +
      new AssemblyName(args.Name).Name + ".dll";
   using (var stream = Assembly.GetExecutingAssembly().GetManifestResourceStream(resourceName)) {
      Byte[] assemblyData = new Byte[stream.Length];
      stream.Read(assemblyData, 0, assemblyData.Length);
      return Assembly.Load(assemblyData);
   }
};