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
http://www.acooke.org/andrew/writing/malbolge.html
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.)