The following Schemes come with compilers (which does not necessarily mean that they can produce standalone executables):
Native compilers: Chez, Larceny, MIT, Vicare
Compilers to C: Bigloo, Chicken, Gambit, Hotdog (port of Scheme48), Larceny, MIT, Owl Lisp, Rhizome/pi, RScheme, Scheme->C, SCM, Stalin
Compilers to JVM bytecode: Bigloo, Hotdog (port of Scheme48), JScheme, Kawa
Compilers to CLR bytecode: Bigloo, Hotdog (port of Scheme48), IronScheme, Larceny (older version), Luna
Compilers to private bytecode (with JIT): Pycket (port of Racket to RPython), Racket
Compilers to private bytecode (without JIT): Chibi, Elk, FemtoLisp, Foment, Guile, Mosh, Oaklisp, Owl Lisp, Picrin, Rep, RScheme, Sagittarius, Scheme 48, STkos, SXM, Vx, Unlikely, VSCM, Wraith, XLisp, Ypsilon (probably incomplete)
Schemes for specialized CPUs are not listed here. I have not tested most of these compilers.