Answering the cries of JavaScript newbies and experts alike.
If the #include script worked, this paragraph should be red.
Add the script include.js to your page. Then in the body of the same <script> element, add your #include-capable code:
<script src="include.js">
#include external.js
#include dependency.js
#include class.js
alert('This script will be executed after all other scripts have loaded!');
</script>
#include doesn't work in external scripts. A future version may be able to—but only for locally hosted scripts. (Cross-domain scripts can't be preprocessed, and for that matter, #include shouldn't be allowed there anyway.)
In Internet Explorer, script loading isn't seamless (due to the alternate method used to hack around IE). You may notice a delay before the text switches to red.