With languages like Javascript, Lisp, Python, Ruby etc. you can write your programs incrementally, going back and forth between the REPL.
Sorry if my terminology has caused you trouble. I regard dynamically typed languages that ship with an interpreter as interpreted languages. For optimization reasons the implementation probably uses some sort of compilation but you can still use the built-in interpreter on all of these "interpreted" languages.
I should probably have used the term "ships with an interpreter" :)
BTW the current python-mode in Emacs also allows SLIME-like behaviour. You can open a python process with C-c C-p and then send the buffer, functions, marked areas, lines etc. to the python session.