What IS a closure?

"Anonymous methods are not closures," is the refrain I've heard when I tell people that .NET supports closures.

Ian Griffiths thinks otherwise, and I agree.

If you don't believe me, go read up on it for your self.

A more apropos question would be--what are closures useful for in day-to-day programming?

Here's one guys attempt to answer that question, at least for the Ruby programmer. I've taken his example and turned it into C#. You really have to get to the point where closure are as accessible to you as a for loop or an if statement before you have the epiphany that make the question above seem droll.

 delegate void LogDelegate(string message);
 void DoSomething()
 {
     LogDelegate logger;
     SerialNumber serialNumber = NextSerialAndLog(out logger);

     logger("process 1");
     logger("process 2");
     logger("process 3");
 }

 SerialNumber NextSerialAndLog(out LogDelegate l)
 {
     sn = new SerialNumber();
     l = delegate(string message)
     {
         LogInfo("DoSomething", sn, message);
     };
     return sn;
 }