I love lambdas, but a lot of commenters are throwing around the word "closure" here, and c++ lambdas are definitely not closures. You can capture outside variables by value or by reference, but that value can expire before the lambda runs if the reference no longer exists; in which case, you are in trouble. Unlike a true closure (as in lisp or other languages), where the closed-over value stays around.
If we talk only about c++ capture lists by value (i.e. [=]), then you could make a case for a more appropriate use of the word "closure" but since many lambdas do more than this, I think the distinction is necessary.
However, even in by-value captures, if you are capturing a pointer by value, the issue remains. So, really it is not a good idea to think of lambdas as closures in the functional sense typically used in other languages.
If we talk only about c++ capture lists by value (i.e. [=]), then you could make a case for a more appropriate use of the word "closure" but since many lambdas do more than this, I think the distinction is necessary.
However, even in by-value captures, if you are capturing a pointer by value, the issue remains. So, really it is not a good idea to think of lambdas as closures in the functional sense typically used in other languages.