Off the top of my head, HtDP, despite being entirely presented within DrRacket, has you work through programs that you could just as well compile. Learn Python the Hard Way, as well as every other "Hard Way" book, makes a point of having you write entire programs. The Ocaml resource that was posted a week or two ago makes a point of deemphasizing the REPL.

I have over 25 programming books in my cube and another dozen or so at home. I'd say roughly 1/3 tend to favor full practical programs interlaced with snippets. The full programs are usually 1/2 to a few pages in each chapter and are in general, not something I'd try to cram into the REPL piece by piece.