Some JVMs are actually self-hosting:

http://jikesrvm.org/

  A distinguishing characteristic of Jikes RVM is that it is 
  implemented in the Java™ programming language and is 
  self-hosted i.e., its Java code runs on itself without 
  requiring a second virtual machine. Most other virtual 
  machines for the Java platform are written in native code 
  (typically, C or C++). A Java implementation provides ease 
  of portability, and a seamless integration of virtual 
  machine and application resources such as objects, threads, 
  and operating-system interfaces.