You can make coroutines in Scheme via continuations, and you can also make one-shot continuations out of coroutines.

"Revisiting Coroutines" by de Moura and Ierusalimschy (http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.58.4...) is a pretty good paper about using coroutines, with Lua as the example language.