Microsoft is going to release versions of W8 that will run from a usb thumbdrive, it will be called "Windows 8 To Go" no word yet as to which versions of W8 will be sold with this ability.
More information about it in this PDF, see "choice in form factors" section
http://www.microsoft.com/download/en/de ... x?id=28970But I did find this article on how to do it with any version ( have not tried it), this is an older article that links to the Developer Preview versions of W8, but should work with Consumer preview versions. If you manage to get one working please post back about your experience.
http://tweaks.com/windows/52279/how-to- ... usb-drive/