Look at the mother of all iteration constructs, the Common Lisp LOOP macro for fancy it could really get. Scroll down here and look at the dense code example in the middle of the screen:

http://gigamonkeys.com/book/loop-for-black-belts.html

for its specification:

http://www.lispworks.com/documentation/HyperSpec/Body/m_loop...

An alternative, the ITERATE macro:

http://common-lisp.net/project/iterate/doc/index.html