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I'm running ClojureCLR 1.3.0, the current release version.
When I run Clojure.Compile.exe on a .clj file in the current directory, it claims that it is "Compiling program to .", but no assemblies appear. After a bit of searching, I discovered that the output assemblies are being dropped into the directory containing Clojure.Compile.exe!
Ah-ha: it appears that this is a duplicate of #52, and the behavior was changed in e002ef3. However, it still appears to be at odds with the desired behavior noted at http://clojureclr.blogspot.com/2012/01/compiling-and-loading-in-clojureclr.html; i.e., *compile-path* is still being ignored.