Looking at OpenVMS administration, and investigating the possible languages to use on OpenVMS, there are many options – some supported by HP and some community open source options.
One of the first options is Perl; apparently Perl was originally designed as a way to write scripts that worked under UNIX and VMS both. Bernd Ulmann wrote an article for OpenVMS Technical Journal 13 about Perl on OpenVMS and gave a presentation on it in the spring of 2009 at an HP Connect OpenVMS Meeting (English translation) in Germany.
The HP version of Perl appears to be tied to the Secure Web Server (SWS) but it can stand alone.
Another language that is growing on OpenVMS is Java. Jean-Yves Bourles and Thierry Uso wrote on Java and OpenVMS in OpenVMS Technical Journal 10. Netbeans is available from HP to facilitate Java development on OpenVMS.
With Java available, that opens up the possibility of perhaps using a language that runs on the Java JVM as well. That brings to mind JRuby, Jython, Groovy, Scala, and Clojure. Information on most of these is rather scarce unfortunately; only Scala and JRuby have ports (both by the aforementioned Thierry Uso). Personally, these two are the most interesting to me; Scala has unmatched integration with Java itself as well.
Python is also available. Python seems to be the new administration tool of choice; at least, Red Hat seems to think that way.
As part of the Secure Web Server (SWS), you also get HP’s version of PHP. However, this does not seem to be a separate product as Perl is, and there is no description of using PHP as a scripting language (which you can do by running PHP against a file from the command line).
Lua is graciously made available for OpenVMS by our friends over at Hoffman Labs. Lua is a fantastic scripting language that doesn’t get the cover that it deserves.
Lastly, Tcl/Tk is available as well.
So which do I recommend? Well, Perl, PHP, and Java are all HP supported products, so one could start there. With Java, I see Scala and JRuby being fantastic languages as well, although they are not supported by HP. Lua is also a favorite of mine; an OpenVMS version is wonderful; however, Lua is not as widely available for other platforms as is Perl and Java.
I should mention that PL/I is still active on OpenVMS; it is commercially sold and supported by Kednos. PL/I was an interesting language, but it doesn’t have modern capabilities.
At the German openvms.org site there is also a big list of OpenVMS ports (including languages).
Are you ready for programming on OpenVMS? I am!
UNIX Administratosphere 
I programmed on OpenVMS for about 9 years – still my favorite OS. One language that is incredibly under-rated on the VMS platform is DEC Cobol. I know, I know…Cobol. But, keep an open mind…with DEC Cobol you can turn off the ANSI format and instead use Terminal format. With terminal format – you are free to place code anywhere…not column based. You setup your boiler-plate working-storage. Throw away most of that structured-design crap that ANSI & IBM espoused over the years. And then Cobol becomes an extremely flexible tool for string type processing.
Take advantage of the Report Writer functionality along with the built-in RMS file support and man, you are cooking! I’ve programmed in several languages over the years…and I still miss the coolness of DEC Cobol in Terminal format on the VMS platform.
Have fun!
Mike