I get the list of widgets when I click on the plus sign, but when I try to drag them to the desktop they're empty. (For example, no weather information or a clock face with no hands.) As soon as I release the mouse, they vaporize. 😕
Here you go.... (google is your friend)
It's not only possible, but it's pretty easy and darn fun! Here's what you need to do...
Ready for the fun now? Press f12 to bring Dashboard up, then drag one of your Dashboard widgets around. While you're still dragging it around (that's critical: keep that mouse button down!) press f12 again.
Poof! Your Dashboard vanishes, but the widget's still visible. Move it to where-ever you want on your screen and it's there, running, fully functional, without the rest of Dashboard around!
You'll notice that it lives above everything else on your screen (at least, I don't know how to push it behind other app windows) so I think you'll have the best results with small widgets that can be tucked into a corner or lined up neatly on an edge.
To move the widget back into the Dashboard world, reverse the trick: begin dragging the widget, then, while still keeping the mouse button down, press f12, then let go of the mouse button. The widget will be restored to its regular Dashboard layer.