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Difficult, but not really a significant part of the challenges for delivering closed source binaries across platforms.

On linux, you have to build distribution specific binaries that match the shared library versions in the package manager.

On Windows, you generally put all of your shared libraries in your application's folder, since there are plenty of bad actors who install DLLs without versions in the filename to system32. Leads to duplication on the system but its a generally accepted bad practice.

(Can't speak to shipping LGPL libs on OS X).

I was thinking more of Xbox360, Playstation3, iOS, etc. - none support user-replacable files. I don't even think any even support dynamic linking... )

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