CLPython - an implementation of Python in Common Lisp. Simply because it combines two of my favorite languages and makes pure-Python libraries available for Common Lisp. Perhaps now some of you can see where my search is heading - to have my cake and eat it too. By the way, CLPython is compatible with Python 2.5, so it's even a fairly up-to-date language level (even though I'm sure I'll miss some things from 2.6, but it's no different with PyPy).
Archive 16. January 2011
FSet on Common-Lisp.net provides functional data structures as well. This library is also available in Quicklisp, so it's easier to install. And it looks very interesting.
CL-STM is simple Software Transactional Memory for Common Lisp (yes, I'm currently looking at CL alternatives for various Clojure features).
CLAZY: Lazy Calling in Common Lisp provides extended lazy evaluation for Common Lisp that goes beyond the usual delay/force pair.
Funds provides fully functional data structures for Common Lisp. This can be very helpful, especially for multi-threaded code. Unfortunately, it is not yet in Quicklisp.