Terminal Services on Windows 2008 has an option called RemoteApp which basically runs a full TS session but only brings the application window back (without the standard TS borders). To a user it looks like the app is local, but it isn't.
I believe Citrix supports this as well, in a technology called Seemless Window.
Are there any other remote desktop software that does this too? Something like VNC + Addon is also fine.
accordingly, UltraVNC supports seamless windows. XPRA also offers this functionality, but it's only for X sessions.
using the forwardX11 option (-X)with ssh on Linux does this by default.
Simply ssh to the box with the -X switch, and run the program from the commandline. The application will integrate with your local desktop as if you were sitting at the remote computer.
The question is worded very generally, so I will include VirtualBox here.
VirtualBox is not remote desktop software per-se, but virtualization software, which allows remote console access to your virtual machines.
I was surprised when I first tried VirtualBox to discover a seamless mode in the menu which allows you to view windows from your virtual machine, without seeing the entire desktop. They give you a special key to access the menu to start new applications, otherwise all you see are the apps themselves.
On MS Windows, RDP v5 and later support seamless applications.
On most Unix systems seamless apps are used with either NX or Xpra (newcomer). NX supports full desktop mode and seamless, Xpra only supports seamless. More detailed comparison here.
Apparently UltraVNC does this too now - but I have never seen it in action. SSH's X11 forwarding also does a seamless mode of sorts by default, but you won't be able to suspend and resume your sessions, which I assume is important to you.
Sun Secure Global Desktop supports that type of window. In order to use with Windows, you'd need an intermediate server/VM to handle it.
