As can puppy, feather, myah, and a few others..slax can be configured to boot from usb, but your bios needs to support usb boot. This isn't a reliable way to have a carryaround distro unless the pc's you will be moving to and from allow you bios access.
pendrivelinux.com and portableapps.com check them out they have portable apps that boot from usb as well as various os's (including dos and mac os) that mainly consist of linux distros.
