Time ago, the company I work with used the old motorola 68000 series with 16Mhz clock, with separated eeprom, ram, etc. And to program the micro they used a pcmcia card, they put the pcmcia in when the board was unpowered, powered the board and the program loaded by itself.
Then power off the board again, take out the board and voila!
I wonder if it can be possible to do this also on arduino, as the pcmcia I think acts like a external eeprom or so.