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Come, come. There are at least a few things that Lua can do that other languages can't do. ;)

Lua can be easily embedded in an existing application, and can run programs without a lengthy compilation step. These features aren't unique to Lua, they're true of most languages in its class, though I daresay that embedding Lua in an application is easier than most of the alternatives.

Since Lua has a small memory footprint and few dependencies, it probably can be embedded in places where other scripting languages wouldn't fit.
Lua's speed also means it's better for applications where both runtime and the rapid iteration enabled by a scripting language is important, like games. In a sense, you could say Lua can do it quickly enough where other scripting languages can't.