ITERATE which is a funny and extensible loop facility
CL-YACC/FUCC that are parser generators that generate parsers at compile time
CL-WHO which allows specifying html documents with static and dynamic parts
Parenscript which is a javascript code generator
Various simple code-wrappers, e.g., error handlers (I have a with-gtk-error-message-handler that executes code and shows GtkMessageDialog if unhandled error occurs), executors (e.g., given a code, execute it in different thread; I have a within-main-thread macro that executes code in different threads; PCall library uses macros to wrap code to be executed concurrently)
GUI builders with macros (e.g., specify widgets hierarchy and widgets' properties and have a macro generate code for creation of all widgets)
Code generators that use external resources during compilation time. E.g., a macro that processes C headers and generates FFI code or a macro that generates classes definitions based on database schema
Declarative FFI. E.g., specifying the foreign structures, functions, their argument types and having macros to generate corresponding lisp structures, functions with type mapping and marshaling code
Continuations-based web frameworks for Common Lisp use macros that transform the code into CPS (continuation passing style) form.