“Most Linux distributions, such as Ubuntu, are capable of
installing directly to a USB drive as if it were just another hard
drive, but some distributions treat USB flash drives as a slightly
special case. DSL, for instance, has an installer specifically for
creating a USB-drive installation of the OS. Puppy can also install
itself directly to a flash drive through the built-in Universal
Installer utility. However, the default options did not work in my
case; I had to explicitly use the ‘SysLinux’ option in its
installer menu to make the flash drive bootable.