You can implement delimited continuations with regular call/cc and a mutable cell. Of course, like all abstractions based on raw call/cc, it's not modular: you can't do that and use the result inside, for example, a multitasking scheduler that itself uses raw call/cc as well.
> The magic is that all Scheme code, by virtue of supporting the capture (and unwind) of delimited continuation
Is that true? I thought Racket was the only Scheme (and maybe the only language in general) that supported delimited continuations.