You can use them for control flow. For example, in Smalltalk, the "ifTrue:ifFalse:" method is a method on Boolean objects, with a different implementation on each of True and False classes. The expression
someBoolean ifTrue: [self doSomething] ifFalse: [self doSomethingElse]
uses two closures---blocks, in [square brackets] in Smalltalk syntax---one for the true branch, and one for the false branch. The implementation of "ifTrue:ifFalse:" for instances of class True is
ifTrue: block1 ifFalse: block2
^ block1 value
and for class False:
ifTrue: block1 ifFalse: block2
^ block2 value
Closures, here, are used to delay evaluation so that a decision about control flow can be taken, without any specialised syntax at all (besides the syntax for blocks).
Haskell is a little different, with its lazy evaluation model effectively automatically producing the effect of closures in many cases, but in Scheme you end up using lambdas for control flow a lot. For example, here is a utility to retrieve a value from an association-list, supplying an optionally-computed default in the case where the value is not present:
(define (assq/default key lst default-thunk)
(cond
((null? lst) (default-thunk)) ;; actually invoke the default-value-producer
((eq? (caar lst) key) (car lst))
(else (assq/default key (cdr lst) default-thunk))))
It would be called like this:
(assq/default 'mykey my-alist (lambda () (+ 3 4 5)))
The key here is the use of the lambda to delay computation of the default value until it's actually known to be required.
See also continuation-passing-style, which takes this to an extreme. Javascript, for instance, relies on continuation-passing-style and closures to perform all of its blocking operations (like sleeping, I/O, etc).
ETA: Where I've said closures above, I mean lexically scoped closures. It's the lexical scope that's key, often.