There's an excellent paper on how to build list comprehensions (in Common Lisp) on top of simpler iteration constructs:

http://www.ai.sri.com/~latendre/listCompFinal.pdf

I have a (very loose) implementation of this approach at:

https://github.com/TBRSS/cl-lc

Frankly, though, once you've learned the trick, list comprehensions lose a lot of their appeal.