Small shell script that generates a self-extractable tar.gz archive from a
directory. The resulting file appears as a shell script (many of those
have a .run suffix), and can be launched as is. The archive will then
uncompress itself to a temporary directory and an optional arbitrary
command will be executed (for example an installation script).

This is pretty similar to archives generated with WinZip Self-Extractor in
the Windows world. Makeself archives also include checksums for integrity
self-validation (CRC and/or MD5 checksums).