Is there a way to include all .so files inside a binary compiled with gcc?

And one more thing, are .so files architecture dependent? Is there such thing as an .so file that won't work on an older system ?

Thanks guys

Usually .so refers to a "which-ever version", as there are different versions of packages due to updates and bug fixes or distribution specific. So the request is for a package by a given name, version depends on which distribution and/or which version your package manager decides is needed based on dependencies of packages already installed.
Most times I find it is a package not installed and with an rpm distro I go to http://rpm.pbone.net and put the name of the package with the .so and hit search to find which one is for my distribution.
Or one could just issue command:

yum install package.so
or
urpmi package.so
or
apt-get install package.so

Depending on which is your package manager.

To compile a package (that comes with configure script) in a static way I use these commands:

Well, technically you can't (to the best of my knowledge) statically link against .so files (= include them in the executable). What lorebett suggested will actually link against .a files and, depending on your distribution, these may reside in development packages of the corresponding libraries that you'll have to install separately.

How strongly .so and .a files are tied to a specific architecture depends on how they are compiled. Gcc accepts a lot of command line switches that optimize generated code for a specific CPU family, most notably -march. Depending again on your distribution, the installed libraries may run on any x86 system or only on 586 (Pentium) and beyond. In any case, you can't use the same libraries on completely different architectures like, say, x86 and PowerPC.