How do I write a "Hello, World!" programme in Lisp?"

This is actually a subtle question; not in the respect of computing "Hello, World!", obviously, but because of what being a "Hello, World!" programme actually means. At its simplest, you can simply type "Hello, World!" at the REPL, to find that the `P' part of that will print "Hello, World!" back to you. However, this won't do what you want if this is in a file, as return values aren't printed unless they are at the REPL.