One other combination in Common Lisp is that lambda expressions are usable as the head of a form, in place of a function name:

  ;; Call a function object held in a variable
  (let ((add (lambda (a b) (+ a b))))
    (funcall add 1 2))

vs

  ;; Direct execution of a lambda expression
  ((lambda (a b) (+ a b)) 1 2)

Macro expansion can place a literal or generated lambda expression there instead of using FUNCALL at all.