interactive environment (cf Lisp, Octave). Emacs integration is also nice. I've tried hacking this up for Perl, but it's not easy, since Perl's introspection (e.g. B::Xref) is still a bit primitive.
closures.
either macros or eval
OS interface
convenient C interface. While most code does not need to be optimized, many high-level languages make it somewhere between difficult and impossible to optimize that 5-10% that really needs it.