The "core" .NET languages are integrated into VS2008 - C#, VB.NET, and C++. I'm not sure about current support for J# and JScript.
But there are a number of other .NET languages out there - A#, Boo, Oxygene, F#, IronLisp/IronScheme, IronPython, IronRuby, Nemerle, Phalanger, P#, PowerShell, and more. Of these, I have only found VS support for F# (which is made by Microsoft, so no surprise there), Oxygene, A# (but only VS2005 support), and IronPython (only with external projects designed for this purpose).
But what about the other languages? Since they target the .NET runtime, I figure that it only makes sense that there would be a way to use those languages inside VS. Is there some limitation(s) of Visual Studio that prevent this? Is there a way to "force" VS to compile these languages?