It was a Microsoft Research project based on OCaml and adapted for .Net.

.NET was initially planned as a multi language VM.

The first plan was to bring over Haskell, and Don (the creator of F#) implemented support for generics in dotnet.

The reason, why C# has an edge over Java, when it comes to generics. ;)

Then he noticed that Haskell wouldn't run on that runtime back then, and they chose OCaml instead.

F# came out within a 18 months of Scala, It's 'possible' it was a response but my understanding is that many of the folks who created F# were instrumental in adding generics to NET2.0, so it's hard to say for sure.

It's a research language with legs. Microsoft's explicit strategy with F# is to test functional features they might decide to bring into C#.

IIRC F# was also sort of supposed to be used for their quantum efforts, which later resulted in Q# being spawned.

Clojure is the youngest in that group.