[grayclhn]

Not quite native, but you can use Knitr with Julia. Carson Sievert (IA State stats grad student) has written up some slides:

http://heike.github.io/stat590f/gadfly/carson-knitr

IJulia[1] is probably closest to the community supported equivalent, but it's based on IPython

[1]: https://github.com/JuliaLang/IJulia.jl

[ihnorton]

There is also Weave.jl, which is young but looks like it is coming along very nicely: https://github.com/mpastell/Weave.jl