In clojure/lein[1][2] it's simple enough though not really equivalent to a real executable:

  lein uberjar

That'll create a standalone jar. But, of course, the computer will need some sort of JRE.

This definitely reminds me of creating executables in python. Even though python really isn't a lisp it has seemingly crazy, difficult and under-developed and underutilized ways to create executables.. somewhat surprising considering how popular it is today[3].

[1] See http://clojure.org/

[2] See https://github.com/technomancy/leiningen

[3] Long list ... all have pluses and minuses http://www.py2exe.org/ http://pypi.python.org/pypi/py2app/ http://www.pyinstaller.org/ http://pypi.python.org/pypi/bbfreeze/0.97.2 http://cx-freeze.sourceforge.net/