backtrace() and Base.show_backtrace are your friends here. Unfortunately line 
numbers are borked, https://github.com/JuliaLang/julia/issues/1334. Would be a 
nice project to fix it (presumably involves diving in to jl_getFunctionInfo).

--Tim

On Saturday, June 06, 2015 01:46:44 AM Scott Jones wrote:
> I have been trying to find out some way in Julia of getting information
> about what the current file name & line number is, and also the containing
> module(s),
> method or type, etc., in a macro.
> I'd looked to see if there was anything like __LINE__, but I wasn't able to
> find anything similar so far...
> 
> Thanks, Scott

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