Google reveals a few efforts at this. One in particular illustrates why this is less straightforward than it might seem. http://www.codeproject.com/KB/cs/csi.aspx has a basic interpreter using .NET's built in ability to compile c# code. A key problem is that the author's approach creates a new mini .NET assembly for each interpreted line. C# may have the reflective power to have a python or ruby style console, but the .NET framework libraries are geared toward compiling C#, not dynamically interpreting it. If you are serious about this, you may want to look at http://www.paxscript.net/, which seems like a genuine attempt at interpreted C#.
