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From OpenOpt

Using Python/OpenOpt with other languages

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MATLAB/Octave/SciLab:

NumPy_for_Matlab_Users guide

Migration from Matlab to Python-based systems using NumPy and SciPy (doc)

mlabwrap - a high-level Python to MATLAB bridge

libermate - MATLAB to Python code converter

ompc - another MATLAB to Python code converter

pym - another MATLAB to Python code converter

.NET IronPython:

Ironclad - tool to run CPython modules in .NET IronPython

Java:

jpype - an effort to allow python programs full access to java class libraries

jepp - embeds CPython in Java

jpe - Java-Python extension

C/C++:

shed-skin - Python to C++ compiler

cython (Pyrex descendant) - most recommended tool for connecting C/C++ code to Python, included into NumPy

R:

RPy - Python interface to the R Programming Language

R-numpy - doc entry about using NumPy for R (and S+) users

Fortran:

f2py - Fortran to Python interface generator, included into NumPy

Assembler:

CorePy

See also: IntegratingPythonWithOtherLanguages page from python.org

Let me also note: you can use OpenOpt + R or MATLAB/Octave code very easily via SAGE