Alright, time to fire up ghci then.. it doesn't work with map or filter, but you get the idea:

  notes = concat $ repeat ["c", "c#", "d", "d#", "e", "f", "f#", "g", "g#", "a", "a#", "b"]
  majorSteps = [1,1,0,1,1,1,0]

  scale key steps =
      key : skip notesFromKey majorSteps
    where
      (_:notesFromKey) = dropWhile ((/=) key) notes

  skip list skips =
      fst $ foldl next ([], list) skips
    where
      next (m, xs) s = (m ++ [xs !! s], drop (s + 1) xs)

edit: cleaned it up a lot. This is Haskell by the way. The loop is replaced by a 'fold' in the skip function that reduces the list by skipping through it taking the skip distances from the skips argument.