There are "transformerless" power supplies out there (Google: transfomerless Microchip), but...they are useful only at low currents...<~20mA. As the current requirements increase the electrical and physical size of the components quickly increase to a point where a transformer/rectifier/cap configuration is smaller. There are also AC-DC SMPS's that are very small and efficient, but do contain a "transformer".
You haven't said what voltage you are looking for, but 100mA can readily be supplied for useful periods by even quite small batteries, and of course you can use rechargeables for prolonged use.