I am trying to use Lua on the iPhone. On Mac OS X, in a normal (non-iOS) Cocoa application, I used the following code:
lua_State* l;
l = lua_open();
luaL_ope
If you want to write Lua code for iOS, then check out MOAI immediately: http://getmoai.com/
Its an absolutely enjoyable framework for developing games on iOS and Android, as well as Windows and OSX. Not only that, but it provides a pretty good idea of how to properly implement a Lua-VM based hosting environment for scripting in a cross-platform manner: from MOAI, you can learn a lot about this. I've done 4 titles with MOAI so far, and won't be stopping any time soon .. MOAI absolutely kicks ass!
Also check out LOAD81, which is a similar effort albeit with SDL as the target environment: http://github.com/antirez/load81
(I've contributed a little to the LOAD81 project, specifically giving it features of interest/value to the OpenPandora community. MOAI is more commercial, LOAD81 more hobbyist..)
For those trying to learn Lua and the different methods of integrating the Lua VM in a project for multiple platform targets, both MOAI and LOAD81 can provide a lot of great background and clues about the right way to proceed.