It is not the easiest bit to grasp, but really worth it.

A closure is a function that returns a function.

def multiplier_of(x):
    def multiply(y):
        return x * y

    return multiply

multiplywith5 = multiplier_of(5)
# multiplywith5 is equal to:
# def multiply(y):
#   return 5 * y
print(multiplywith5(9)) # => 45

In Rubyland one usually uses blocks (yield) instead of closures.