Miguel posts an interesting blog on cross platform stand alone silverlight. As Miguel points out there was already a way to do this with Moonlight on linux, but not on windows.
Using a Windows.Forms.WebControl to embed a sliverlight control is trivial approach to doing this. But Tamir has gone to the effort of wiring it all up for you now which is great. His approach also runs a HttpListener in a separate thread to enable the silverlight control to dispatch requests back and forth.