From Apple's developer documentation:
A feature integral to Mac OS X software distribution is the bundle mechanism. Bundles encapsulate related resources in a hierarchical file structure but present those resources to the user as a single entity. Programmatic interfaces make it easy to find resources inside a bundle. These same interfaces form a significant part of the Mac OS X internationalization strategy.
Basically it's a folder that looks like a file. It's a very simple but extremely effective method of hiding the details from the user. Most of the time, when you install an application in OS X you open a disk image and drag the application icon, the bundle, to some location on your hard drive. Then you double click it to run it. If you don't like where you put it then you drag it somewhere else. If you decide the app sucks you throw it (the one thing) in the trash. You don't use an installer or uninstaller.
On Windows on the other hand, it's never that simple. You almost always run an installer and then god knows what happens. While it's true that some Mac apps require an installer, especially if they need access to protected areas on the disk, it's the exception rather than the rule.
Like I said at the beginning, maybe most people wouldn't think this is a big deal but there is something quite satisfying about the installation/deinstallation process on a Mac. It's simple and obvious and you know what happened.
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