Smarter Disk Images
As of 10.2.3, it's possible to have disk images that will mount and auto copy their contents to their parent directory then unmount and move the .dmg to the trash. This was demonstrated by Safari public betas. This is done via a special flag which is set after the disk image is mastered.
I wonder how this would work for dmg files mounted from a CD-ROM. Would this be a simple/smart way to do installs?
It definitely eliminates the need for stuffit expander, particularly in conjunction with the ZLIB compressed disk image format that is supported post 10.1

That would seem like a security threat to me.
As long as it only copies the contents of the disk image then it's just self extracting.
However I have noticed that if the contents are a .pkg or .mpkg then they are automatically run.. which is more of a concern as this could exploit security flaws in the apple installer or authorization framework.