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Are .app files on Mac systems analogous to .exe files on Windows systems?

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The only remote similarity is that they both launch applications. Other than that, how they work are very different.

Mac apps are entirely self-contained. They might have folders that they write to your user or system library that they depend on to store preferences, but they do not depend on these folders to successfully launch (unless there's some sort of licensing implemented). You can take a Mac app and copy it to another system and it will run. You can right click on an app and select "Show package contents" and see what all is actually contained in a Mac application.

Windows apps (programs) are very dependent on multiple things throughout the Windows operating system, such as shared DLLs, registry settings, etc. Microsoft's reasoning behind this was pretty much "A lot of the same programs will be using the same lower level stuff so we might as well just link to it instead of copying it multiple times." I'm not really a programmer so maybe they didn't really have a choice due to how Windows is designed, but I think we can all agree it's not a very effective design.

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This is a bit misleading, as the Mac apps are also highly dependent on the, "A lot of the same programs will be using the same lower level stuff..." such as built-in language interpreters and low-level, Mac OS supplied APIs. In fact, there is arguably less code redundancy in mac apps than windows apps. –  Jonathan Aug 8 '10 at 16:54
    
There is also a fundamental difference about how the apps are launched: Windows/shell/explorer will launch the exe directly using some system() call, while OSX will fire an event for the launchd process to actually start the app. –  Lloeki Aug 9 '10 at 9:45
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