It's not clear that:
(let ((a 'foo))
(apply '(lambda () a) ()))
has to work in Common Lisp. The lambda should be #'ed, in which case
it will be closed over. It is not totally clear in the CLM what the
effect of using a quoted lambda is, but it would seem to dubious since
it cannot be compiled properly and the compiler is required to
implement the same semantics as the interpreter.
Rob