[goosedragons]

R-studio supports this for R although you can sprinkle in other languages although they are 2nd class citizens unsurprisingly. Emacs has org-mode with babel that combined with poly-mode gets you every feature you'd expect in the major mode of the language you're writing in. Emacs also supports R-markdown/Sweave quite well.

[k__]

Ah, yes I played around with R-studio last year.

Pretty nice experience.