The term you are after is one of the following, they are (relatively fungible)
- Embedded language
- Application scripting language
- Extension language
Lua, JavaScript and Python seem to be some of the most common of these, mainly due to the fact that there is a lot of support for embedding them, and their syntax is considered by many as simple and quite easy to learn.
A few other notable examples of extension languages, Java, used in Eclipse and JetBrains IntelliJ based IDEs. VimL / VimScript in Vim. Emacs Lisp in GNU/Emacs. (GNU also promote Guile, a Scheme variant as it's extension language of choice.)
At the moment, it's hard to say which language is most commonly used as Extension language, but Lua is extraordinarily easy to embed, JS and Python are relatively difficult (by comparison) but still not especially hard. MRuby has been developed specifically to be embeddable, however it drops a large part of the standard library as a result.
Within the Microsoft ecosystem, (since the introduction of .Net) CLR languages are all able to extend popular MS apps, VS, MS Office etc.