installing to USB memory stick

Has anyone had any luck installing, say, GOG downloaded games to a memory stick to make the older, smaller games portable?
(Yes, I'm trying to figure out how to play games at work without installing them on company PC or raising questions by having my laptop out. )

Depends on the game. Some stuff needs loads of registry entries and whatnot; those obviously won't allow portable installs. But the dosbox-using games should all be OK, and I know that Thief Gold and Thief 2 will allow it (though you may have to edit some paths in a config file).

A former co-worker used to set up a virtual drive and then install a game to play during lunch. After lunch, he'd delete the virtual drive. Should cover your tracks fairly well and avoids the thumb drive dance.