WikiMedia has posted a tutorial for installing MediaWiki on your USB thumbdrive.

A wiki and required web and database servers can be installed, configured and running under various versions of Windows in 10 minutes (with practice and on a good day) after downloading 2 files totalling 7MB in size and following the procedure.

Granted, having MediaWiki on your own web server means you could access it anywhere you're connected to the internet, but there are times that this could come in handy for note-taking or organizing, especially when you don't have internet access. If you'd rather, you can also install Wordpress on a USB stick.

Wiki on a stick [WikiMedia via]