I am a big fan of Groovlets, the Groovy wrapper around servlets. Although it is theoretically possible to do this with any scripting language Groovlets are definitely the easiest to get working and the most powerful to use quickly, in my experience, as unlike Jython and Jruby you don’t have to deal with the original languages packaging system to get access to templating and data access.
I’ve created a little wiki (and it is quite small currently) to record my experiences of using Groovlets and to provide a few examples that I felt were lacking in the official pages. If you haven’t already seen it you may also want to have a look at my Gant wiki too.