Install sbcl
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Install using package manager
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On Linux, we can install sbcl using package manager:

sudo apt update && sudo apt install sbcl

# or use the following for CentOS
# yum install sbcl

Install binary release
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We can also install a binary release if we do not have root right. All binary releases can be found here. One caveat is that if you install the latest version of sbcl and run it, it may not run due to dependency issues.

For example, on my system (CentOS 7.4), running sbcl fails since it requires a newer libc.so. It complains that:

sbcl: /lib64/libc.so.6: version `GLIBC_2.28’ not found (required by sbcl)

The following steps are tested on CentOS 7.4 and works as expected.

wget https://master.dl.sourceforge.net/project/sbcl/sbcl/1.4.14/sbcl-1.4.14-x86-64-linux-binary.tar.bz2
tar xvf sbcl-1.4.14-x86-64-linux
cd sbcl-1.4.14-x86-64-linux
INSTALL_ROOT=$HOME/tools/sbcl sh install.sh

Also update PATH and SBCL_HOME env variable

export PATH="$HOME/tools/sbcl/bin:$PATH"
export SBCL_HOME="$HOME/tools/sbcl/lib/sbcl"

Install quicklisp
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Quicklisp is a package manager for Lisp. Here is how to install it.

On the command line:

curl -O https://beta.quicklisp.org/quicklisp.lisp
sbcl --load quicklisp.lisp

Then inside REPL, run:

(quicklisp-quickstart:install :path "~/.quicklisp")

This will install quicklisp under ~/.quicklisp.

Also inside REPL, run:

(ql:add-to-init-file)

This will load quicklisp every time you start your Lisp.

Fix arrow key issues
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By default, inside sbcl, we can not use up and down arrow keys to navigate the history. There is also no support for tab completion. We can use the package linedit to fix this.

Inside REPL, run (ql:quickload "linedit") to install this package. Add the following settings to ~/.sbclrc to load linedit by default when starting sbcl:

;;; Check for --no-linedit command-line option.
(if (member "--no-linedit" sb-ext:*posix-argv* :test 'equal)
    (setf sb-ext:*posix-argv*
      (remove "--no-linedit" sb-ext:*posix-argv* :test 'equal))
    (when (interactive-stream-p *terminal-io*)
      (require :sb-aclrepl)
      (require :linedit)
      (funcall (intern "INSTALL-REPL" :linedit) :wrap-current t)))

Ref:

https://common-lisp.net/project/linedit/

Install vlime
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Finally, install the Vim plugin vlime using vim-plug:

Plug 'vlime/vlime', {'rtp': 'vim/'}

Then run sbcl sbcl --load path/to/vlime_plugin/vlime/lisp/start-vlime.lisp to start the vlime server. The actual path depends on where you install your plugins.

Some handy shortcuts provided by Vlime:

\cc: create a server connection.
\cs: choose a server connection.
\ss: send the current line to REPL for evaluation.
\i: toggle interactive mode (in interactive mode, press <CR> will execute the code)