SISC: Second Interpreter of Scheme Code - Extensible, Java-based interpreter of full implementation of Scheme R5RS standard; uses modern interpretation methods, outperforms extant JVM interpreters, often by over 10 times. [Open Source MPL, GPL] - http://sisc-scheme.org/
JScheme - An (almost full) R4RS implementation of Scheme in Java, with a seamless and easy to use integration with Java through the Javadot notation. [Open Source] - http://jscheme.sourceforge.net/
PS3I, The Persistent Server-Side Scheme Interpreter - A nearly R4RS-compliant Scheme implementation written in Java and Scheme, which is multi-user, multi-threaded, and aimed to run on webservers (as servlets). Based on a previous Scheme-in-Java implementation, Jaja, by the same author. - http://www-spi.lip6.fr/~queinnec/VideoC/ps3i.html
The Scheme Package - Java library implementation of Scheme language. Goal: easy use in Java applications or applets to make them extensible. - http://koala.ilog.fr/shillion/sp/
Skij - Scheme interpreter designed to provide smooth, interactive access to all facilities of the Java environment for rapid prototyping. [Freeware] - http://www.alphaworks.ibm.com/aw.nsf/techmain/DB62BA9E3F8F806B8825671B0067F7B0
Kawa Language Framework - Scheme environment, written in Java, compiles Scheme code to Java bytecode. [Open Source, modified GPL] - http://www.gnu.org/software/kawa/