MR: Agile programming is a catch-all term encompassing a variety of methodologies and techniques, including eXtreme Programming, Scrum, etc.
Dynamic languages (such as Tcl) are often favored by agile practitioners, though this is by no means universal (most agile development, as with most other development these days, is done in Java). A prominent notion in most agile methods is the idea of test-driven development, which relies extensively on automated testing; Tcl of course has a long heritage in that area.
One place to start finding more info is the Agile Alliance web site [L1 ]. Other references appear here [L2 ].
LV Test driven development is so neat - I don't know why people are not taught to program in that style more often. Mark suggests that there's a Tcl heritage of this style. It would be neat to put up a log of the way this style of development worked, using Tcl, for some relatively simple Tcl/Tk application some time...