Tcl programmers rely heavily on dynamic evaluation (using
eval) to pass around bits and pieces of code. While you can do this in Perl also, Perl's anonymous subroutines are packets of precompiled code, which definitely work faster than dynamic evaluation. Perl closures give you other advantages that are not available in Tcl: the ability to share private variables between different closures (in Tcl, they have to be global variables for them to be sharable) and not worry about variable interpolation rules (in Tcl, you have to take care to completely expand all the variables yourself using interpolation before you pass a piece of code along to somebody else).
Python offers a weak form of closures: a subroutine can pick up variables only from its immediate containing environment. This is called "shallow binding," while Perl offers "deep binding." Mark Lutz's Programming Python (O'Reilly, 1996) shows a workaround to achieve deep binding, by setting default arguments to values in the immediately enclosing scope.
I prefer the environment to handle this stuff automatically for me, as Perl does.
C++ supports pointers to subroutines but does not support closures. You have to use the callback object idiom wherever a callback subroutine needs some contextual data to operate. If you don't want a separate callback object, you can inherit your object from a standard callback class and override a method called, say, "execute," so that the caller can simply say callback_object->execute().
Java offers neither closures nor pointers to subroutines (methods). Interfaces can be used to provide a standardized callback interface so that the caller doesn't have to care about the specific class of the object (as long as it implements that interface).