GolfScript

On Linux

Install Ruby (almost certainly packaged with your distro) and then download the official interpreter.

On Windows

I've successfully used IronRuby to run a tweaked version of the interpreter. Patch:

--- golfscript.rb.orig
+++ golfscript.rb
@@ -272,7 +272,8 @@
                factory(to_s.inspect)
        end
        def to_s
-               @val.pack('C*')
+               # Workaround for IronRuby bug, thanks to w0lf
+               ''[email protected]('C*')
        end
        def class_id; 2; end
        def coerce(b)
@@ -389,8 +390,16 @@
        end
        include Comparable
 end
-code=gets(nil)||''
-$_=$stdin.isatty ? '' : $stdin.read
+
+# IronRuby's implementation of gets is buggy
+code=File.read(ARGV[0])
+
+# PowerShell's handling of stdin will drive you nuts
+$_=''
+if (ARGV[1])
+       $_=File.read(ARGV[1])
+end
+
 $stack = [Gstring.new($_)]
 $var_lookup={}

Note that the tweaks include taking input from a second file provided as an argument instead of from stdin, because I found that easier. I also set up an alias in my PowerShell profile:

function golfscript {
    &"c:\Program Files (x86)\IronRuby 1.1\bin\ir64.exe" d:\stuff\golfscript.rb $args
}