cargo install diesel_cli --no-default-features --features "sqlite" fails on my windows machine because a dependent crate libsqlite3-sys can't find the sqlite headers and libs. However that crate has a feature "bundled" which will compile it's own version of sqlite. I can get around this when running cargo build on my app with diesel as a dependency:

[dependencies]
diesel = { version = "0.16.0", features = ["sqlite"] }
diesel_codegen = { version = "0.16.0", features = ["sqlite"] }
libsqlite3-sys = { version="*", features=["bundled"]}

in the Cargo.toml of my app. However there does not appear to be a way to do this using cargo install.