A single projector file can embed just about all data necessary to form a complete multimedia production; the exception is any linked media. This data includes multiple Director movies.
Each internal cast is included in the projector file automatically. You can choose to embed external casts within the projector file as well. You also can embed Xtras in the projector file or provide them separately. Any linked media cannot be encapsulated, though, and each such file must be in the same folder as the projector file for distribution.