It can be done in pure, clean Ocaml.  See
http://caml.inria.fr/pub/ml-archives/caml-list/2006/07/530ba0e13ce88fab8ee0e981d65b70b1.en.html
as well as
http://caml.inria.fr/pub/ml-archives/caml-list/2006/02/8fc9c1a56c497b9743515a5e3432d704.en.html

If you want delimited continuations, see
http://caml.inria.fr/cgi-bin/hump.en.cgi?contrib=508

Jacques

Tom wrote:
> Has anyone implemented continuations in pure, dirty OCaml yet?
>
> (pure = no C, dirty = Obj.magic)
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