There have, in fact, been at least two programs written in Malbolge.

Using a genetic algorithm, an Andrew Cooke has generate this Malbolge code:

(=<` $9]7 <5YX z7wT .3,+ O/o' K%$H "'~D |#z@ b=`{ ^Lx8% $Xmr kpoh m-kN i;gs edcb a`_^ ]\[Z YXWV UTSR QPON MLKJ IHGF EDCB A@?> =<;: 9876 543s +0<o Lm

That is a valid malbolge program to print "HEllo WORld". (Not "Hello, World!".) See his page at for more information on that, and how it was created.

Also, for a truly trival malbolge program, there's this: DP which does nothing. (This program is distrubted as "nop.mal" with the malbolge interpreter.)