Hello,
Douglas Crosher has contributed a CFFI-SYS backend for the Scieneer Common Lisp. Attached is a diff. Also, you can grab a darcs patch here: http://common-lisp.net/~loliveira/patches/scl.patch
As I mention in the log message, I couldn't find any other Lisp that supports long double, so adding the respective feature to cffi-features doesn't seem worth the trouble. AFAICT, Lispworks is the only one that mentions long double in the documentation but it doesn't seem to be implemented in win32, linux or darwin...