As for coroutines and continuations, these are not built into Common Lisp. However if you write the right macros and adhere to strict standards, you can achieve them. Or if you postprocess Common Lisp, you can again create continuations. See On Lisp for details.
What we don't often hear in the Perl community is that continuations are not necessarily a positive feature in a language. For an example of why not, what belongs in a useful stack backtrace if you are using continuations?
<code> <a> <b> <big> <blockquote> <br /> <dd> <dl> <dt> <em> <font> <h1> <h2> <h3> <h4> <h5> <h6> <hr /> <i> <li> <nbsp> <ol> <p> <small> <strike> <strong> <sub> <sup> <table> <td> <th> <tr> <tt> <u> <ul>