Tagged macros
One of the most distinctive features of Common Lisp and Lisp in general, are its code-generation and code-manipulation capabilities.
Probably the best example is the LOOP macro - a Swiss Army knife of iteration that can do pretty much anything. The following snippet iterates a list of random numbers collecting some statistics of its contents and does that while being very concise and readable:
(let ((random (loop with max = 500
for i from 0 to max
collect (random max))))
(loop for i in random
counting (evenp i) into evens
counting (oddp i) into odds
summing i into total
maximizing i into max
minimizing i into min
finally (format t "Stats: ~A"
(list min max total evens odds))))
Stats: (0 499 120808 261 240)