SBCL is -- ahem! -- not completely documented at this point.
What can I say? Help with documentation might not be refused.:-)

There is a user manual in DocBook format, in user-manual.sgml.
It's based on the CMU CL user manual, and some of its chapters
aren't done, just notes that "this is similar to chapter such-and-such
of the CMU CL user manual".

The old CMU CL documentation can still be useful both for
missing chapters of the user manual and for documentation of
the internals of the system. It's available from SourceForge
by anonymous ftp.