AllegroServe
Portable AllegroServe is a portable version of Franz Inc's AllegroServe HTTP server, which also includes an HTML generator and an HTTP client.

It supports LispWorks, Clozure CL, SBCL/Linux, and SBCL/MacOS (SBCL on Windows is questionable due to immature thread support of SBCL on Windows).

You can find it at http://sourceforge.net/projects/portableaserve, and the best way to load it into a project (as with most CL libraries these days) is via Quicklisp.

AllegroServe (formerly Allegro iServe) is a LLGPLed Web server which is designed for use with Allegro Common Lisp.

AllegroServe has a public repository and online documentation that includes a tutorial.

NOTE - Portable Allegroserve has been maintained with patches recently, for compatibility with LispWorks, SBCL/Linux, and CCL. At some point it could use a refactoring for acl-compat to use now-defacto-standard libraries from Quicklisp (e.g. Bordeaux-threads), and to track the current original AllegroServe. But the current Portable AllegroServe is usable at least on the platforms mentioned.