In the process of investigating OpenGL bindings for Haskell, I came across Visual Haskell, which is an integration of Haskell into Visual Studio .NET 2003. The fact that I could use Haskell with VS.NET (well, I use 2005, but never mind) is interesting, but the fact that they've integrated a third-party language at all is more interesting. There's a paper on the site that claims to describe how it was done; I'm reading it now. It could be a very interesting project to try adding support for something like Lua to VS, or to port the Haskell stuff to 2005.