Slax is a Nifty Linux Distribution That Works from USB

Slax 9.6 is only 260MB in size, making it one of the smallest Linux distributions out there. Downloading it on a fast Internet connection shouldn’t take more than 10 minutes.

However, Slax is a little bit unique in that it doesn’t require (and shouldn’t) be burned on USB sticks using traditional programs and methods, but rather, you should format your USB stick using the Ext4 filesystem, and then just extract the contents of the ISO file into the USB stick.