Mostly merged upstream (see: registerv-make) so no longer needed for recent emacsen (24.x).

Now merged in trunk and will appear in emacs 24.4; see http://debbugs.gnu.org/14071

(require 'kmacro)
(define-key kmacro-keymap "x" 'kmacro-to-register)

:

(defun kmacro-execute-from-register (k)
  (let ((last-kbd-macro k))
    (kmacro-call-macro current-prefix-arg)))

:

(defun kmacro-to-register (r)
  "Store the last keyboard macro in register R."
  (interactive
   (progn
     (or last-kbd-macro (error "No keyboard macro defined"))
     (list (read-char "Save to register: "))))
  (set-register r (registerv-make
		   last-kbd-macro
		   :jump-func 'kmacro-execute-from-register
		   :print-func (lambda (k)
                                 (princ (format "a keyboard macro:\n   %s"
                                                (format-kbd-macro k))))
		   :insert-func (lambda (k)
                                  (insert (format-kbd-macro k))))))