Common Lisp, although does not have native continuations, allows to create delimited continuations using CPS transformers like cl-cont. So generators in Common Lisp can be written in pretty much the same way as Scheme generators.
By the way, continuation-based generators have one trait that Python and C# generators lack: the yield may be called in the dynamic extent of the generator function call. Python and C# generators allow yield to be placed only inside the body of a generator.