esp8266 WiFi module - stand alone? Answered

So I've been looking at this esp8266 wifi module, which seems to be a popular toy for Arduino users.  I myself am one of those Arduino users and so I bought a couple of these to play around with.  So far they work great with the Arduino, but I read somewhere, I think it was make.com, that these modules can actually be programmed to be used without the Arduino or other external microcontrollers.  I simply wondered if this was in fact true, since I can't seem to find any evidence of it being done.  If it is true, does anyone know of any good tutorials or instructions on how to do it?  I just want to be able to turn on and off a single LED via wifi without using an Arduino or other external microcontroller.  Any tips, links, suggestions would be very welcome.  
Thanks
~Dudes