In the SchemeLanguage, continuations play a key role. In fact, continuation can be seen as a momental snapshot of the state of the whole process, to which we can return later. From the other hand, a continuation is a generalization for such mechanisms as non-local exits, exceptions, long jumps etc.
In Scheme, continuations are produced by the function call-with-current-continuation, or (abbreviated form of the name) call/cc.
Here is a good paper which describes continuaiton: http://www.ps.uni-sb.de/~duchier/python/continuations.html
Even better text to read is devoted to call/cc but is in fact general: http://www.madore.org/~david/computers/callcc.html
http://libstream.sourceforge.net/index_c.html -- coroutines for C++
http://homepage.mac.com/sigfpe/Computing/continuations.html -- continuations in plain C using setjmp()/longjmp()
http://trac.geekisp.com/orca/wiki/LanguageResearch -- many useful links
http://core.federated.com/~jim/schintro-v14/schintro_141.html#SEC264 - a chapter on call/cc from An introduction to Scheme and its implementations