I just found this via Heise online:
Web server in one line of bash
I tried it and it works!
while true; do { echo -e 'HTTP/1.1 200 OK\r\n'; cat index.html; } | nc -l 8080; done
You can replace index.html with any file you happen to want to transfer (also works for binary files).
After executing this, just point your browser to
whateverhostname:8080
and it will start downloading the file or in the case of index.html, will display it.
This is some serious case of genius!