Linux was created over the internet. Really you SHOULD have internet to fully utilize your system. But, remix projects like Oz Unity, Ultimate Edition, etc make Linux OSs that have all the nice programs preinstalled. This will reduce the need for internet.
Any of the Live CD linux distros should work without internet connection. But you won't be able to update them or surf the internet.
Ubuntu- Based from Debian/Very popular
Fedora- Funded by RedHat/Popular as well
Slax- Earlier edition was called slackware live but over the years it's become more debian like.
Manjaro- Basically Arch linux live CD.
Linux Mint- Based from Ubuntu which is based from Debian/Popular distro as well.
Archbang- A mix between Arch Linux and CrunchBang/ A lightweight distro.
So have your pick between them. That's just a few I know of right off the bat.