Is there an application like Wubi for other Linux distributions?
More specifically, I'd love to install Fedora without a dedicated partition or changing my bootloader.
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Check out Unetbootin, it works with different distros. There is what they call a "frugal" mode which installs to a hard drive, but to a separate partition.
UNetbootin allows you to create bootable Live USB drives for Ubuntu, Fedora, and other Linux distributions without burning a CD. It runs on Windows, Linux, and Mac OS X