dsm: there are a couple of odd things about your code here. Note that
(loop for x from 1 to 100000
for y from 1 to 100000 do
collect `(,x . ,y))
is equivalent to:
(loop for x from 1 to 100
collecting (cons x x))
which probably isn't quite what you intended. Note three things: First, the way you've written it, x and y have the same role. You probably meant to nest loops. Second, your do after the y is incorrect, as there is not lisp form following it. Thirdly, you're right that you could use the backtick approach here but it makes your code harder to read and not idiomatic for no gain, so best avoided.
Guessing at what you actually intended, you might do something like this (using loop):
(loop for x from 1 to 100 appending
(loop for y from 1 to 100 collecting (cons x y)))
If you don't like the loop macro (like Kyle), you can use another iteration construct like
(let ((list nil))
(dotimes (n 100) ;; 0 based count, you will have to add 1 to get 1 .. 100
(dotimes (m 100)
(push (cons n m) list)))
(nreverse list))
If you find yourself doing this sort of thing a lot, you should probably write a more general function for crossing lists, then pass it these lists of integers
If you really have a problem with iteration, not just loop, you can do this sort of thing recursively (but note, this isn't scheme, your implementation may not guaranteed TCO). The function "genint" shown by Kyle here is a variant of a common (but not standard) function iota. However, appending to the list is a bad idea. An equivalent implementation like this:
(defun iota (n &optional (start 0))
(let ((end (+ n start)))
(labels ((next (n)
(when (< n end)
(cons n (next (1+ n))))))
(next start))))
should be much more efficient, but still is not a tail call. Note I've set this up for the more usual 0-based, but given you an optional parameter to start at 1 or any other integer. Of course the above can be written something like:
(defun iota (n &optional (start 0))
(loop repeat n
for i from start collecting i))
Which has the advantage of not blowing the stack for large arguments. If your implementation supports tail call elimination, you can also avoid the recursion running out of place by doing something like this:
(defun iota (n &optional (start 0))
(labels ((next (i list)
(if (>= i (+ n start))
nil
(next (1+ i) (cons i list)))))
(next start nil)))
Hope that helps!