I used to be able to change the MAC address of WAN interface by specifying macaddr option in /etc/config/network. However, due to unknown reason, this no longer works in snapshot builds. Here is how to achieve the same effect using init scripts.

In my router (TP-LINK WDR3500), eth1 is the WAN interface. Adjust this according to you case.

First, verify that you can change WAN interface's MAC address using ifconfig.

root@OpenWrt:~# ifconfig eth1 down
root@OpenWrt:~# ifconfig eth1 hw ether XX:XX:XX:XX:XX:XX
root@OpenWrt:~# ifconfig eth1 up
root@OpenWrt:~# ifconfig eth1

Substitute XX:XX:XX:XX:XX:XX with the MAC address you want to clone, and check the output of the last command to make sure the new MAC address is used.

Next we want to automatically override the MAC address when system boots up. We can use the init scripts. Edit /etc/init.d/clonemac and put the following content in it.

#!/bin/sh /etc/rc.common
# Copyright (C) 2014 OpenWrt.org

START=94
STOP=15

start() {
    ifconfig eth1 down
    ifconfig eth1 hw ether XX:XX:XX:XX:XX:XX
    ifconfig eth1 up
}

stop() {
    echo "Stop."
}

For details of OpenWrt init script, please check the document.

Make the script executable, then we can change the MAC address simply by this:

root@OpenWrt:~# /etc/init.d/clonemac start

To execute the script automatically on system boot, we need to enable it:

root@OpenWrt:~# /etc/init.d/clonemac enable

This will create a symbolic link to the clonemac script in /etc/rc.d.

Reboot the router and you will find the new MAC address be automatically used.