Tkinter messagebox without window?

Tkinter must have a root window. If you don't create one, one will be created for you. If you don't want this root window, create it and then hide it:

import Tkinter as tk
root = tk.Tk()
root.withdraw()
tkMessageBox.showinfo("Say Hello", "Hello World")

Your other choice is to not use tkMessageBox, but instead put your message in the root window. The advantage of this approach is you can make the window look exactly like you want it to look.

import Tkinter as tk
root = tk.Tk()
root.title("Say Hello")
label = tk.Label(root, text="Hello World")
label.pack(side="top", fill="both", expand=True, padx=20, pady=20)
button = tk.Button(root, text="OK", command=lambda: root.destroy())
button.pack(side="bottom", fill="none", expand=True)
root.mainloop()

(personally I would choose a more object-oriented approach, but I'm trying to keep the code small for this example)

To avoid a "flash" as the root window is created, use this slight variation on the accepted answer:

import Tkinter as tk
root = tk.Tk()
root.overrideredirect(1)
root.withdraw()
tkMessageBox.showinfo("Say Hello", "Hello World")

For Python 3:

import tkinter, tkinter.messagebox

def messagebox(title, text):
    root = tkinter.Tk()
    root.withdraw()
    tkinter.messagebox.showinfo(title, text)
    root.destroy()

With native Windows support when pywin32 is installed:

try:
    from win32ui import MessageBox
except ImportError:
    import tkinter, tkinter.messagebox
    def MessageBox(text, title):
        root = tkinter.Tk()
        root.withdraw()
        tkinter.messagebox.showinfo(title, text)
        root.destroy()