Crazy Eddie's GUI (CEGUI) is a user interface system written in C++, often used for video games. CEGUI offers a Lua backend scripting module, which allows user interfaces to be built using Lua. The CEGUI library is easy to embed, and the Lua API it exposes allows for Lua to issue callbacks to the application that is embedding it.
The website is http://cegui.org.uk.