Behavior differences begin with syntax. Usually, scripting languages are much more concise than their conventional cousins. As Ward Cunningham has pointed out, less clutter aids clear thinking. But the dynamic nature of scripting languages is what really sets them apart. Data structures need not be declared in advance but can instead be discovered on the fly. This iterative and exploratory process is, for me, the most compelling and yet least well-understood benefit of scripting.
Ideally that benefit would be available in every environment. Web services are helping a lot. Databases and application servers that offer SOAP interfaces make it easy to compose applications in script. But there's always been an urge for deeper and more direct integration. A stunning example of what's possible is Jython, which marries Python to Java. In Jython, you can work interactively with the Java libraries, and create applets or servlets far more concisely than in Java. That's possible because Jython is a complete Python interpreter written in Java — an extraordinary tour de force. As you'd expect, there are performance issues with this layered approach. What's more, a similar Herculean effort is required to marry another language to Java — an effort which, in fact, many have undertaken.