In TXR Lisp I invented an alternative way to dealing with the local, scope-tied resources of blocks of code that are being entered and exited by continuations. (Like say you have a recursive walk with local resources, which is using continuations to yield incremental results elsewhere.)
Bascially, I allow a Lisp form to be terminated by "absconding": a dynamic non-local return, without any unwinding. This allows continuation switches to be clean, like thread context switches.