I'd third ppcre.
Another thing that's worth considering is that most CL implementations are largely written in CL (which can get pretty hairy in cases where the origins of the system are hidden under a lot of years of bootstrapping- CMUCL comes to mind). So you might find it interesting to look at how certain parts of the open source CL systems are implemented, and compare them. It's a bit ambitious, but I think you might find it very interesting to read AMOP and then compare CLOS implementations. I think most of the open source CLOS implementations have a common ancestor, but they've diverged a bit.
I think you might also benefit from looking at how the standard CL data structures are implemented in CL. One of the great things about- well, not just CL, but quite a few modern languages, is that you can do a lot with the built-in data structures. I do sometimes worry that this encourages a sort of two-tiered organization of programmers, wherein a small group of programmers knows how to implement a hash table, say, and a large group knows how to use one. The problem with this isn't just that we might arrive at a point where no one remembers how to implement a hash table (or implement CMUCL from the ground up) a la the famous Asimov story (seems kind of unlikely, actually, at least when it comes to hash tables
Eventually the built-in data structures are not going to be optimal for what you want to do, and you're going to want to implement some new ones. And that can be tricky even if you've done it before in, say, C. Cl is pointers, under the covers, and C is pointers above the covers, so you wouldn't think there would be much difficulty there, but I found that adjustment a bit tricky. There's a well-established idiom when it comes to doing this sort of thing through direct pointer manipulation in C, one that I was familiar with because I had had to implement these sorts of things, starting with linked lists, but in CL.. well, maybe I am just thick. Anyway, past the built-in data structures a number of libraries have popped up over the last few years for things like AVL trees, red-black trees, etc. You probably don't need a huge number of examples to figure out the basics of the idiom in this case, but a few could hardly hurt.