I just noted that one of the first languages for the Connection-Machine of W.D. Hillis was *Lisp, an extension of Common Lisp with parallel constructs. The Connection-Machine was a massively parallel computer with SIMD architecture, much the same as modern GPU cards.
So, I would expect that an adaptation of *Lisp to GPGPU - maybe to nVidia CUDA, as it is the most advanced de facto standard - would be quite natural.
So far, besides the nVidia SDK for C/C++, I only found PyCUDA, a Python environment. Has anybody heard anything about Lisp?