Just to see if I could I compiled and launced thttpd http://www.acme.com/software/thttpd/ and it seems to work well. Its very quick and doesn;t use up too much memory or CPU.
I had to tweak the Makefile.in a bit because I didn't know how to add a new group group (thttpd needs a group called www).
1. comment out references to chrgp and chmod in Makefile.in
2. make sure to run configure with a PREFIX you can write to. The default of /usr/local isn;t writable (type ./configure --help for more info
3. do the usual make; make install
4. i also edited out the man page & extras bit from Makefile.in while I was messing around with this. It may have helped me. haven't tried it with them back in.
More fun and games.