can I copy-paste SQL Server 2005 Express on XP Pro or Vista machine and make it work without installer? I am having installer problems on several machines trying to install SQL Server Express 2005 Express as well as later versions (but I would be happy with 2005 anyway). However, I do have one machine where it runs fine. So, is there a way to clone the installation by copy-pasting the files and then doing some magic to make it work? So far when I put the folder into another XP Pro machine and tried launch ssmsee.exe, it didn't start - command executed in cmd quietly and nothing happened.

Is this approach in fact doable with some relevant fixes? Or is the installer the only way?
No, you need to go through the installer to get SQL Express working on the other machines.