Initialize functions for Windows-native Common Lisp through SLIME on Cygwin Emacs.

.emacs

(defun init-cygpath ()
  (when (eq system-type 'cygwin)
    (require 'compile)
    (require 'cl)
    (labels ((dquote (s) (concat "\"" s "\"")) 
             (apply-cygpath (opt p)
                            (replace-regexp-in-string
                             "\n" ""
                             (shell-command-to-string
                              (mapconcat 'identity (list "cygpath" opt (dquote p)) " ")))))
      (defun to-win-path (p) (apply-cygpath "-a -m" p))
      (defun to-cyg-path (p) (apply-cygpath "-u" p)))
    (setq compilation-parse-errors-filename-function 'to-cyg-path)))

(defun init-popwin () 
  (add-to-list 'load-path "~/.emacs.d/popwin-el/")
  (require 'popwin)
  (setq display-buffer-function 'popwin:display-buffer))

(defun init-ac ()
  (add-to-list 'load-path "~/.emacs.d/auto-complete")
  (require 'auto-complete-config)
  (add-to-list 'ac-dictionary-directories "~/.emacs.d/auto-complete/ac-dict")
  (ac-config-default))

(defun init-cl ()
  (add-to-list 'load-path (expand-file-name "~/.emacs.d/slime/"))  ; your SLIME directory
  (setq slime-net-coding-system 'utf-8-unix)
  (setq slime-lisp-implementations
        `((clisp ("/usr/bin/clisp"))
          (sbcl ("/usr/local/bin/sbcl") :init slime-init-command-win)
          (ccl ("/usr/local/bin/ccl64") :init slime-init-command-win)))
  (setq slime-default-lisp 'ccl)
  (setq common-lisp-hyperspec-root
        (expand-file-name "/usr/local/doc/HyperSpec-7-0/Hyperspec/")
        common-lisp-hyperspec-symbol-table
        (expand-file-name "/usr/local/doc/HyperSpec-7-0/Hyperspec/Data/Map_Sym.txt"))
  (require 'slime)
  (when (and (eq system-type 'cygwin) (or (eq slime-default-lisp 'ccl)
                                          (eq slime-default-lisp 'sbcl)))
    (defun slime-init-command-win (port-filename coding-system)
      "Return a string to initialize for Windows-native Common Lisp."
      (let ((loader (if (file-name-absolute-p slime-backend)
                        slime-backend
                      (concat slime-path slime-backend))))
        ;; Return a single form to avoid problems with buffered input.
        (format "%S\n\n"
                `(progn
                   (load ,(to-win-path (expand-file-name loader))
                         :verbose t)
                   (funcall (read-from-string "swank-loader:init"))
                   (funcall (read-from-string "swank:start-server")
                            ,(to-win-path port-filename))))))
    (setq slime-to-lisp-filename-function #'to-win-path)
    (defun slime-find-definitions-rpc (name)
      "Redefined for file path translation."
      (labels ((t (x)
                  `(,(first x) (,(caadr x) ,(to-cyg-path (cadr (cadr x)))) ,(caddr x) ,(cadddr x))))
        (mapcar (lambda (xref)
                  (destructuring-bind (dspec location) xref
                    (list dspec (t location))))
                (slime-eval `(swank:find-definitions-for-emacs ,name))))))
  (slime-setup '(slime-repl slime-fancy slime-banner))
  (add-hook 'lisp-mode-hook (lambda ()
                              (slime-mode t)
                              (global-set-key "\C-cH" 'hyperspec-lookup)))
  (add-hook 'slime-repl-mode-hook (lambda () (global-set-key "\C-cH" 'hyperspec-lookup)))
  (unless (featurep 'popwin) (init-popwin))
  (when (featurep 'popwin)
    (progn
      (push '("*slime-apropos*") popwin:special-display-config) ; Apropos
      (push '("*slime-macroexpansion*") popwin:special-display-config) ; Macroexpand
      (push '("*slime-description*") popwin:special-display-config) ; Help
      (push '("*slime-compilation*" :noselect t) popwin:special-display-config) ; Compilation
      (push '("*slime-xref*") popwin:special-display-config) ; Cross-reference
      (push '(sldb-mode :stick t) popwin:special-display-config) ; Debugger
      (push '(slime-repl-mode) popwin:special-display-config) ; REPL
      (push '(slime-connection-list-mode) popwin:special-display-config))) ; Connections
  ;; ac-slime
  (unless (featurep 'auto-complete-config) (init-ac))
  (when (featurep 'auto-complete-config)
    (add-to-list 'load-path "~/.emacs.d/ac-slime/")
    (require 'ac-slime)
    (add-hook 'lisp-mode-hook 'set-up-slime-ac)
    (add-hook 'slime-mode-hook 'set-up-slime-ac)
    (add-hook 'slime-repl-mode-hook 'set-up-slime-ac)
    (eval-after-load "auto-complete"
      '(add-to-list 'ac-modes 'slime-repl-mode 'lisp-mode)))
  ;; Better indentation for Common Lisp
  (when (require 'cl-indent-patches nil t)
    (setq lisp-indent-function
          (lambda (&rest args)
            (apply (if (memq major-mode '(emacs-lisp-mode lisp-interaction-mode))
                       'lisp-indent-function
                     'common-lisp-indent-function)
                   args)))))

sbcl

#!/bin/sh
SBCL_HOME_CYGWIN="/cygdrive/c/Program Files (x86)/Steel Bank Common Lisp/1.0.54"
SBCL_HOME=`cygpath -w "${SBCL_HOME_CYGWIN}"`
SBCL_CORE=`cygpath -w "${SBCL_HOME_CYGWIN}/sbcl.core"`

exec "${SBCL_HOME_CYGWIN}/sbcl" --core "${SBCL_CORE}" "$@"