Martin Fowler uses Ruby to explain the power that full closures give you:
When I first started programming in Smalltalk one of the things I liked right from the start were the collection classes. They allowed you to simply do a bunch of common and powerful operations on collection classes. When Java appeared, I missed these kinds of methods - the Java (and C#) collections were very limited compared to Smalltalk. The main reason for this limitation is that Java doesn't have any convenient implementation for a Closure. The powerful Smalltalk methods for collections all relied on closures.
The rest of his post gives copious examples in Ruby, all of which map directly to Smalltalk. The fact that closures don't exist in Java is one of the more severe limitations - and the reason it lacks them goes back to what I heard Joshua Bloch say at ot2004 - Java was designed as a "herd" language. Which is why Eliot often says:
Smalltalk: Scene, not herd.