SASweave embeds SAS code into a LaTeX file. It also supports having both R and SAS code in the same file. A simple SASweaveExample.
Software-independent Methods
StatWeave is designed to be usable with any statistical software, currently R, SAS, Stata, and Maple are supported. It is still in development, but the beta version is usable.
Approaches Involving More Than Code and Background/Interpretation Text
Emacs org mode
Emacs org mode provides a way to build a self-contained workflow file with not only code and interpretations but also embedded work and planning items, according to Tony Rossini (Novartis Pharma AG, Basel)
Genomic data management and processing is done via a web graphical user interface, but the history of the steps selected is saved in a re-executable, modifiable fashion. This history can be shared with other galaxy users. galaxy is free.