It\'s possible to do interesting things with what would ordinarily be thought of as typesetting languages. For example, you can construct the Mandelbrot set using postscript.
I'm not sure if this qualifies as programming per se, but I've recently starting doing something a bit like Object Oriented stuff in LaTeX. (You don't need to know any maths to follow the following.) In recent papers, I've been writing about categories, which have objects and morphisms. Since there've been quite a few of those, I wanted a consistent style so that, say, 𝒞 was a category with typical object C and typical morphism c. Then I'd also have 𝒟 with D and d. So I define a "class", say "category" (you need to be a mathematician to understand the joke there), and declare that C is an instance of this class, and then have access to \ccat, \cobj, \cmor and so forth. The reason for not doing \cat{c}, \obj{c}, and \mor{c}, and so forth, is that sometimes these categories have special names and so after declaring the instance, I can modify it's name very easily (simply redefine \ccat - well, actually \mathccat since \ccat is a wrapper which selects \mathccat in math mode and \textccat in text mode). (Of course, it's a little more complicated than the above suggests and the OO stuff really comes in useful when I want to define a new category as a variant of an old one (it can even deal with the case where the old one doesn't exist yet.).)
Although it may not qualify as actual programming, I am using it in papers and do find it useful - the other answers (so far) have more of the feel of showing off the capabilities of LaTeX than of a sensible solution to a practical problem.