After reading Practical Common Lisp I finally understood what the big deal about macros was, and I have been looking for a language for the .NET platform that supports this.
That may be the other way around than what you want, but do you know about RDNZL? It's a foerign-function interface (FFI) that lets you call .NET libraries from your Lisp code.
They are most probably much less mature than any Common Lisp or Scheme implementation, but there are Lisp dialects for .NET: L# and DotLisp.