Sixx
Sixx is an interactive Lisp implementation in a 20KB jar file. It only requires JRE 1.1 making it suitable for applets. It supports a subset of Scheme (a lot of R4RS, R5RS and aims for some R6RS) including call/cc, but not hygienic macros (yet) or syntax-case. It is simple to call Java from Scheme and Scheme from Java.