Single-stepping, inspection of variables, view source code of current instruction. That's about it. I'm only calling it "modern" to distinguish it from what I'm using, which seems neanderthal.
I know that Slime is supposed to do these things if you use SCBL and various planets align, but (a) I've never gotten it to work, (b) it's obviously no one's priority, and (c) I don't use SBCL much anymore.