On windows nt, ntdll gets loaded in all processes, it's hardcoded in the kernel (http://gate.upm.ro/os/LABs/Windows_OS_Internals_Curriculum_R...). That's where the loader resides, so you can't go without it. And that's where all the Zw/Nt* functions/ i.e. where the syscalls are.

So you can't really go without it.

Except the new picoprocesses, which don't get ntdll (or anything really, I guess).

A program which isn't linked against the Win32 stuff is an invalid program, since syscalls in Windows are not at all stable.