I just read the following paper:
A. J. Rossini and F. Leisch, Literate statistical practice, UW Biostatistics Working Paper Series 194, University of Washington, WA, USA, 2003.
Although I am not a statistician, this was a very interesting paper to me. It gives a nice description of a possible literate programming approach in statistics. The authors propose a very versatile type of document combining documentation and code/statistical analyses, interweaved as in the original description of literate programming by Knuth. From this versatile document, which contains a complete description of the research work, multiple reports can be extracted, such as an article, an internal report, an overview of the various analyses that were performed, etc.