Kudos for doing the Lisp thing right.
UPDATE: Took one more look, this implementation is really impressive. It does stuff like 'defmacro', the whole code is just 1400 lines of C#. Never saw anything that effective in terms of functionality per line of code till this day. Impressive, very impressive. Also thanks for sharing.
Regarding the speed of .NET implementation, it can be improved by leveraging LINQ expressions trees. In this way, one can achieve a good interpreter/JIT combo. The compiled code produced by LINQ expression trees is discardable. So you can temporarily cache it for frequent Lisp expressions (this gives JIT performance), and then discard rarely used parts of it (this gives a flexibility of an interpreter).
I'm myself in a Scheme camp of Lisp, but I love your implementation. This is the cleanest one I saw in years.
/// <summary>Evaluate a Lisp expression in an environment.</summary>
public object Eval(object x, Cell env) {
try {
for (;;) {
switch (x) {
case Arg xarg:
return xarg.GetValue(env);
case Sym xsym:
try {
return Globals[xsym];
} catch (KeyNotFoundException) {
throw new EvalException("void variable", x);
}
case Cell xcell: