Consider, for example, how you'd pass a specialized comparator to a generalized quicksort function. In C, you pass a function pointer to a cmp() function. In Python you just pass a function, because functions are first-class values that you can use like anything else - you can pass it by name, or you can pass a lambda. In Javascript you can do like in Python, or you can declare a full-fledged function anonymously inline. In pre-8 Java, you have to pass a weird object that instantiates a class that has a static method with the right name; this is ugly as shit, but it does WORK. In Java 8 you've got lambdas, so that sucks less.
It's not like you can do anything you couldn't do before. It's just a little less stupid now.