Yes, cl-cont by our very own Slava "coffeemug" Akhmechet. Unfortunately, a recent site rebuild at common-lisp.net seems to have left the project page blank; nor do I see a cl-cont repo on Slava's Github page. It's Quicklisp-installable, though.

Not first-class, no. They all depend on using macros to turn your code into CPS. You'd need some sort of special form that CL doesn't have in order to do better than that.

there is cl-cont which works by CPS transformation, so if performance is your concern it's not ideal.