Lazy Mapping

Suppose I define a few functions for handling a poor man's lazy list like this:

(defun fcar (o)
  (car o))

(defun fcdr (o)
  (if (null (cdr o))
    nil
    (funcall (cdr o))))

(defun range (first last)
  (cons first
        (if (= first last)
          nil
          #'(lambda () (range (1+ first) last)))))

(range 1 10) => (1 . #<CLOSURE (lambda #) {B367255}>)

I can write my own recursive map function for using fcar and fcdr. Is there any built-in support for defining how to traverse a provided "list" so that I can use current CL functions? Since my fcar is just a car, would I just temporary change the definition of cdr to be fcdr? What would be the best approach?

You can't use CL functions, you will have to roll your own. What you are trying to do has already been done, though, take a look at Series and see if it fits your purpose.