repl is a shortcut for read print eval loop. Usually this means "run an interpreter in an interactive way". REPLs exist for many languages: irb (ruby) php -a (php) scala
and many more.
vim-addon-async implements REPL completion for python and ruby (eventually scala).
Conque Shell allows running any terminal apps (including shells), but you can't use vim editing keys
https://github.com/troydm/shellasync.vim http://github.com/Shougo/vimproc
There may be more implementations
Also see asynchronous-communication