<p>I have the very same delphi version, bpls, components, everything. And yet in three machines the resulting executables are different in size.
What else can influence in the size of the exe?</p>

<p>In my machine I get this size (Vista 6.0.6001):</p>

<pre><code>4.547.584 bytes
</code></pre>

<p>In my colleague's machine, he gets (XP 5.1.2600 SP3):</p>

<pre><code>4.530.688 bytes
</code></pre>

<p>In a third colleage, he gets: (XP 5.1.2600 SP2)</p>

<pre><code>4.527.104 bytes
</code></pre>

<p>Does the OS version influence in the compiled exe size?</p>

With Delphi/BCB these are a few factors that can influence size:
Your Build Configuration
: Release Mode does not link in the debug section into the EXE (by default) so is smaller. also you may get a boost from code optimization.
Linking with Dynamic RTL
: If enabled you EXE will be smaller but you will require the external libraries to be available.
Building with Runtime Packages
: If enabled, you dynamically link to the runtime packages you use instead of linking them directly into your EXE. This can result in the largest size differences.
Their are other factors but the above tends to be the main ones I come across.