No runtime consing of closures either! In fact, in Common Lisp there is a style of writing call-with-foo that takes a closure and wrapping that with a macro wit

No runtime consing of closures either! In fact, in Common Lisp there is a style of writing call-with-foo that takes a closure and wrapping that with a macro with-foo. Since the macro abstracts that detail of having call-with, it is much more flexible. For example the macro could expand some stuff known at compile time and do some compile time computation too., instead of the closure consing function.