AutoReloadScript.fsx

type FileChange =
    | Changed of string
    | Deleted of string
    | Created of string
    | Renamed of string * string
 
let watch folder =
    async {
        use fsw = new System.IO.FileSystemWatcher(folder, "*.fsx", EnableRaisingEvents = true)
 
        let created = fsw.Created |> Event.map (fun x -> Created x.FullPath)
        let changed = fsw.Changed |> Event.pairwise |> Event.map (fun (_, x) -> Changed x.FullPath)
        let deleted = fsw.Deleted |> Event.map (fun x -> Deleted x.FullPath)
        let renamed = fsw.Renamed |> Event.map (fun x -> Renamed(x.OldFullPath, x.FullPath))
 
        let merged =
            created
            |> Event.merge changed
            |> Event.merge deleted
            |> Event.merge renamed
 
        while true do
            let! change = Async.AwaitEvent merged
            printfn "%A" change
    } |> Async.Start
 
watch "C:\Scripts"

Be careful there I'm thinking you could be missing events this way.

Might be safer to subscribe directly instead and push as messages to a mailboxprocessor.