Dylan provides incremental compilation (in a  running application) though I have not used it. I would like to know how well it works.

... so far I've been able to incrementally compile changes into a running program and the results were exactly as expected. I've also been able to interact quite freely with the running program in the interactor (similar to the Lisp listener). It wasn't until the recent article on CORBA interaction that I realized that you can "interact" with a program without running it--IOW all the methods and functions are available to be called, but "main" (in C terms) didn't run--very much like working in an interpreter...