Not quite the same, but you may be interested in the IKVM type provider prototype[1], which allows you to write F# scripts directly against JAR files (using IKVM in the implementation).
That may not be a practically relevant difference. Why would you want to run F# on the JVM? To interface with JVM code. IKVM lets you do that already.
I've rolled out multiple .NET programs that contain Java open source libraries through IKVM. It works just fine, and the amount of extra work you need to do to make the JVM->.NET mapping work is remarkably little.
[1] http://weblog.ikvm.net/