Which scripting languages support multi-core programming?

You seem use a definition of "scripting language" that may raise a few eyebrows, and I don't know what that implies about your other requirements.

Anyway, have you considered TCL? It will do what you want, I believe.

Since you are including fairly general purpose languages in your list, I don't know how heavy an implementation is acceptable to you. I'd be surprised if one of the zillion Scheme implementations doesn't to native threads, but off the top of my head, I can only remember the MzScheme used to but I seem to remember support was dropped. Certainly some of the Common LISP implementations do this well. If Embeddable Common Lisp (ECL) does, it might work for you. I don't use it though so I'm not sure what the state of it's threading support is, and this may of course depend on platform.

Update Also, if I recall correctly, GHC Haskell doesn't do quite what you are asking, but may do effectively what you want since, again, as I recall, it will spin of a native thread per core or so and then run its threads across those....

You can freely multi-thread with the Python language in implementations such as Jython (on the JVM, as @Reginaldo mention Groovy is) and IronPython (on .NET). For the classical CPython implementation of the Python language, as @Dan's comment mentions, multiprocessing (rather than threading) is the way to freely use as many cores as you have available