Maemo (as used on the Nokia N900) :

    On the device, tap the menu button, then tap "Xterm"
    Type in 'nano helloworld.py'
    Enter the text 'print "Hello, World!"'
    Ctrl-x, ctrl-s to save the file
    Enter 'python helloworld.py' and press enter

Of course, as Maemo is based on Debian, you can easily install Ruby, PHP or even a C compiler.