Devil-Linux
Devil-Linux is a distribution which can boots and runs completely from no writeable device (i.e. CDROM or USB flash drive). The configuration can be saved to a floppy diskette or a USB pen drive.
Devil Linux was originally intended to be a dedicated firewall/router but now Devil-Linux can also be used as a server for many applications. Attaching an optional hard drive is easy, and many network services are included in the distribution.
Here some resource: