F# has a REPL (read–eval–print loop) F# Interactive, C:\\Program Files (x86)\\Microsoft F#\\v4.0\\Fsi.exe
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I understand C# now has its own interactive REPL,
I created exactly what you are asking for, a Roslyn based REPL running outside VisualStudio.
You can download it from PoC - Roslyn C# ScriptEngine Execute v1.0.exe which is a stand-alone exe containing all Roslyn assemblies as embedded resources. See also Video: Using O2's Roslyn-based C# REPL Script environment
Note that I have developed a more powerful C# REPL for the O2 Platform, which you can see and download from C# REPL Script Environment
On the topic of Roslyn, here are a number of other stand-alone tools that I created:
Note that all these tools and the O2 Platform are released under an Open Source license, so please fell free to expand and make them better :)