I have an article on this very topic. (It has lots of examples.)
In essence, a closure is a block of code which can be executed at a later time, but which maintains the environment in which it was first created - i.e. it can still use the local variables etc of the method which created it, even after that method has finished executing.
The general feature of closures is implemented in C# by anonymous methods and lambda expressions.
Here's an example using an anonymous method:
using System;
class Test
{
static void Main()
{
Action action = CreateAction();
action();
action();
}
static Action CreateAction()
{
int counter = 0;
return delegate
{
// Yes, it could be done in one statement;
// but it is clearer like this.
counter++;
Console.WriteLine("counter={0}", counter);
};
}
}
Here we can see that the action returned by CreateAction still has access to the counter variable, and can indeed increment it, even though CreateAction itself has finished.