RE: "In fact, I have hardly ever seen a pure OO program..."

The closest I can think of is Objective-C with Cocoa. I'm not fluent in the language nor the framework, but a basic program looks like:

int main() {
NSAutoreleasePool * pool = [[NSAutoreleasePool alloc] init];
int r = UIApplicationMain( 0, 0, nil, nil );
[pool release];
return r;
}

Well... UIApplicationMain function never returns, so why the two statements after it are there, who knows? lol!

And that's as functional as it gets. Well, you can do the rest functionally, but you can also do the rest in an OOP manner.

When you run this, it will search for an app delegate class and make an app delegate object ... and a window object (which is loaded from a resource file created using Interface Builder). In the "constructor", you create the objects you need for the program to run and you initialize everything.

Almost pure OOP can be achieved!
... I'm not a fan of pure OOP though.