Multicast transmissions have been widely analyzed in traditional networks as a way to improve spectrum efficiency when multiple users are interested in the same data. However, their application to mmWave communications has been studied only marginally so far. The goal of this paper is to partially fill this gap by investigating optimal and suboptimal multicast schemes for mmWave communications with directional beams. In particular, we propose a Markov setup to model the retransmission status of the unsuccessfully transmitted packets and, because of the computational complexity of the optimal solution, we introduce a suboptimal hierarchical optimization procedure, which is much easier to derive. Finally, we numerically show that restricting the link to unicast beams is strongly suboptimal, especially when many packets have to be transmitted.