As I've understood the term (and how I use it), a scripting language is one that doesn't require explicit compilation (as opposed to JIT compilation, for example) to be run, allowing for fast(er) code-test cycles.

You hear of shell and Python scripts, but (at least myself) never of C and Java scripts.

But in fact, there are C interpreters, such as:

http://root.cern.ch/drupal/content/cint

and

http://code.google.com/p/picoc/

There are also Python compilers, such as:

http://cython.org/