Threading is the one thing that's missing for me, in OCaml; they may have added it, but it wasn't there last I checked.
http://cml.cs.uchicago.edu/ -- the CML idea
Three SML implementations with CML support
http://www.pllab.riec.tohoku.ac.jp/smlsharp/
https://github.com/smlsharp/smlsharp
https://github.com/massivethreads/massivethreads
It was conceived at Tohoku University for use in Japan's high performance computing projects. SML# uses LLVM as a backend, has a nice FFI and EDSLs for SQL and JSON and a non-moving GC. All stemming from the use case it's designed for.