You need to include the chipmunk.dll file (and if you want to run it on osx the .dylib file, and for linux the .so files). One quick hacky option is to just manually copy it to where your generated .exe file is located. The other option is to get pyinstaller to include it for you. I am no expert of pyinstaller, but one way to do it is to edit the .spec file that pyinstaller creates.
Something like:
import os, pymunk
pymunk_dir = os.path.dirname(pymunk.__file__)
chipmunk_libs = [
('chipmunk.dll', os.path.join(pymunk_dir, 'chipmunk.dll'), 'DATA'),
]
#...
coll = COLLECT(exe,
a.binaries + chipmunk_libs,
a.zipfiles,
a.datas,
strip=None,
upx=True,
name=os.path.join('dist', 'basic_test'))
I created a full example and committed it to pymunk trunk. Take a look at https://github.com/viblo/pymunk/blob/master/examples/pyinstaller_basic_test.spec (Note that this example have a little bit of path hackery in the start where it does sys.path.insert(0,'..'). Given that your program already can find pymunk and you put the spec file in the same place you will not need that part.