Here's various links relating to metaprogramming[1][2] in Lua. This includes macros, token filters, facilities for syntax extensions, and source processors.
MetaLua - An alternative Lua compiler supporting compile-time metaprogramming and syntax extensions. It also contains a pure Lua library for parsing Lua source into ASTs (FabienFleutot). [comparison to luaSub and Luma]
[Luma] - LPeg-based Lua Macros, inspired by Scheme's define-syntax/syntax-rule (FabioMascarenhas)