It was weird for me at first, but actually Rust provides a great solution here.

With https://github.com/DanielKeep/cargo-script you can have single file Rust "scripts" with ecosystem dependencies.

When executing the file (via the cargo-script wrapper), dependencies are fetched and a binary is compiled on demand (and cached for re-runs).

It's pretty awesome for scripts where type safety is important.

    #!/usr/bin/env run-cargo-script
    //! This is a regular crate doc comment, but it also contains a partial
    //! Cargo manifest.  Note the use of a *fenced* code block, and the
    //! `cargo` "language".
    //!
    //! ```cargo
    //! [dependencies]
    //! time = "0.1.25"
    //! ```
    extern crate time;
    fn main() {
        println!("{}", time::now().rfc822z());
    }

Then you can just execute it with ./my-script, which will download dependencies, compile and execute.