I would also love to have this, but I would like to have it separate the act of compiling the script from the act of running it. I use LINQPad scripts in my open source class libraries and I would love to have my continous integration server verify that all of the examples still compile. Basically, I would like a command line option that says "compile-only", it wouldn't need to save the assembly, just compile it to verify that all the code is legal.