Last time I looked (early 2009), Scala compilation to the CLR was a bit of a joke. It targeted version 1.1 of the CLR, which had been superseded nearly 4 years earlier. I think the problem was with the predefined libraries. Supposedly you could get it to work with v2 but I never did.

They also did themselves no favours by having the Scala compiler dump out MSIL assembler code rather than a .NET assembly. You had to separately run the ilasm tool to get an executable. Obviously for a production environment you'd package this up in a build file, but for experimenting with the language it was a bit of a speed bump.

This is without even looking at the language features and libraries that were supported on the JVM but not on the CLR (e.g. structural types, parser combinators).

My experience may be out of date here, but the scala-lang page on .NET support is still datestamped July 2008, so I'm not too optimistic. A great pity, as Scala always seemed a great fit for the CLR and would provide some nice competition to C# and F#.