I have implemented a similar feature in Common Lisp. Besides lists, my implementation also handles arbitrary sequences (such as arrays), hash tables and multidimensional arrays.
For example, this list comprehension
(collect (list) ((* x x))
(in (x) '(1 2 3 4 5 6 7 8)))
evaluates to
(1 4 9 16 25 36 49 64)(Each element of the list (1 2 3 4 5 6 7 8)) squared.
Adding a when-clause to the list comprehension filters the result:
(collect (list) ((* x x))
(in (x) '(1 2 3 4 5 6 7 8))
(when (= (mod x 2) 0)))
returns
(4 16 36 64),Here the result only contains the squares of the even elements.
Download source code. This source should run on all Common Lisp systems
Documentation. A description of what you can express using list comprehensions, with a few examples.
Examples. More examples.
FAQ.. Answers to some questions.
The source can also be read on-line.