https://archive.panda3d.org/branches/deploy-ng/
https://pypi.org/project/Pygame/#files
download the wheels for the platforms you want to build on
install the wheels for your currently running platform

rename panda3d-1.10.0.dev1676+deployng.226-cp27-cp27m-macosx_10_6_i386.whl to panda3d-1.10.0.dev1676+deployng.226-cp27-cp27m-macosx_10_11_intel.whl


make a file in the root folder of you game called setup.py containing the following:

------

from setuptools import setup

setup(
    name="ProjectName",
    options = {
        'build_apps': {
            'include_patterns': [
                '*.png',
                '*.ogg',
                '*.wav',
            ],
            'exclude_modules': {
                'pygame':'_numpyarray',
                'numpy':'*',
            },
            'gui_apps': {
                'ExecutableName': 'main.py',
            },
            'platforms': [
                'manylinux1_i686',
                'win32',
                'macosx_10_11_intel',
            ],
        }
    }
)

----

in a terminal run: $ python setup.py bdist_apps