Monads suit the problem nicely and it's been done in quite a few languages already:

http://lambda-the-ultimate.org/node/4117

http://ocaml.janestreet.com/?q=node/100

http://en.wikibooks.org/wiki/F_Sharp_Programming/Async_Workf...

This is something that JavaScript desperately needs.

Macros aren't so nice for this stuff in non-homoiconic languages.