Software Recommendations Stack Exchange is a question and answer site for people seeking specific software recommendations. It only takes a minute to sign up.Sign up to join this community
While the (previously) accepted answer was correct, in the intervening years the industry has gone ahead by leaps and bounds... Two very good open-source and extremely actively developed options are
I am not taking exe literaly, but you can setup a desktop application with node-webkit which will basicaly run your webapp localy in a webkit browser. see http://strongloop.com/strongblog/creating-desktop-applications-with-node-webkit/
If you only need a tool to run in the background or from command line, here's my pet project called RapidEXE - it's quite simple to use, somewhat extendable and features PHP 7 out of the box. Also, it's free and always will be. But since there's no browser involved, technically this is not solution for HTML/CSS/JS; just something very similar, like using web-related languages to create EXE files.