Seriously, what I need in a programming language depends on what I intend to achieve with it.

I use blocks in Objective-C and "closures" in Applescript.

    to lambda(aStatment)
    	script intern
    		say aStatment
    	end script
    end lambda
    set a to lambda("applescript…")
    set b to lambda("knows how to …")
    set c to lambda("make a closure if not a lambda…")
    tell a to run
    tell b to run
    tell c to run