I use CINT on UNIX for our build scripts where it "just works". I have never tried it on Windows. You will generally need binaries of a library in order to use them and you will often need to write your own binding layer since although CINT is C/C++ it is not running natively so you will need to bind it to native libraries (as is also required when using Python, .NET, JS and others) since there is no linking stage.
Fyi, CINT is a bit obsolete these days, it has been replaced by cling (http://root.cern.ch/drupal/content/cling). This is much more modern and uses clang / LLVM as a backend. Using C/C++ as an interpreter is still very much alive at CERN
You might also be interested in Pico C (http://code.google.com/p/picoc/). It is really light in comparison to CINT but you will still need to implement bindings to "non-core" libraries yourself.
There are also more heavy languages which you can embed like JS and Python.
The mentioned "Mono" is much heavier than JS and Python and unless you only ever use bindings that someone else has written, you will still need to be able to build native libraries and write the managed/scripted wrapper yourself anyway. I find developers always seem to forget this fact when using .NET, Java etc...