The following Schemes come with compilers (which does not necessarily mean that they can produce standalone executables):
Native compilers: Chez, Larceny, Vicare
Compilers to C: Bigloo, Chicken, Gambit, Larceny, Owl Lisp, Rhizome/pi, Scheme->C, SCM, Stalin
Compilers to JVM bytecode: Bigloo, Kawa
Compilers to CLR bytecode: Bigloo, IronScheme, Larceny (older version), Luna
Compilers to private bytecode (with JIT): Pycket (port of Racket to RPython)
Compilers to private bytecode (without JIT): Chibi, Guile, Oaklisp, Owl Lisp, Scheme 48, SXM, Racket, Vx, Wraith (probably incomplete)
Schemes for specialized CPUs are not listed here. I have not tested most of these compilers. This list is almost certainly incomplete.