A C source file that can be "executed" like a shell script.

self-compiling.c

#define IM_A_LITTLE_POLYGLOT /*
gcc $0 && ./a.out; exit
*/

/*
 1. Save as foo.c
 2. chmod +x foo.c
 3. Run with ./foo.c
 */

#include <stdio.h>

int main()
{
  printf("hello, world\n");
  return 0;
}