A simple example of closures in C++11. Also shows how you can keep a vector of 'functors'. You'd need a C++11 compatible compiler, I wrote and compiled this in XCode 4.6.3 :)

closure.cpp

#include <iostream>
#include <vector>

using namespace std;

int main(int argc, const char * argv[]) {
 
    vector<function<void()>> functions;
    for (int i = 0; i < 5; i++) {
        functions.push_back([i] () {
            cout << "I have value of " << i << endl;
        });
    }
    for_each(functions.begin(), functions.end(), [] (function<void()> f) {
        f();
    });
    
    return 0;
}

This is also possible in Objective C, using 'blocks'. The example assumes ARC, no memory cleanup. Note that when adding the 'block' to the NSMutableArray you need to use the copy message (regardless of using ARC).

#import <Cocoa/Cocoa.h>

int main(int argc, char *argv[])
{
    NSMutableArray *array = [NSMutableArray array];
    for (int  i = 0; i < 5; i++) {
        [array addObject:[^() {
            NSLog(@"I have Value of %d", i);
        } copy]];
    }

    for (id (^fn)() in array) {
        fn();
    }
}