A sort-of-useful feature that I doubt will ever make it to mainline SBCL (too quirky): Add a "Require package" restart to missing package errors in the reader. When the restart is selected, REQUIRE is called with the name of the missing package. If the REQUIRE succeeds, the reader resolves the package again and continues reading from where it stopped.

* (split-sequence:split-sequence #Space "Alpha Beta Gamma")
debugger invoked on a SB-KERNEL:READER-PACKAGE-ERROR:
package "SPLIT-SEQUENCE" not found
restarts (invokable by number or by possibly-abbreviated name):
  1: [ABORT  ] Exit debugger, returning to top level
0] 0
("Alpha" "Beta" "Gamma")

I often forget to load some minor utility package when hacking in the REPL, and this feature makes the mistake a bit less annoying. This works pretty well, since practically everyone uses the same names for the package and the ASDF system name. (Some other people just make a custom core with all systems pre-loaded to completely avoid this problem, but I recompile SBCL too often for that solution to be feasible.)

Patch available.