In an earlier post, I mentioned that I wished HttpModules were more scriptable in ASP.NET. You can easily create Controls, Pages, HttpHandlers, and web services all without having to compile anything, but as far as I know HttpModules have to be compiled and registered in the web.config in order to start working.
So, I created a ScriptableHttpModule. You register it in the config the same as a regular module, but it allows you to create .asmodx files that are compiled and called just like regular modules and give you the same kind of dynamic compilation model as the other .asXx files. I'm still tweaking it a bit, but it looks pretty promising.