Python has no true anonymous functions.
Ruby is just a mess in this regard,even if you can arguably do anything you want in the end : http://innig.net/software/ruby/closures-in-ruby.rb
On the other hand, javascript has a simple, no bullshit syntax for functions. If you want a function to be anonymous, just don't give it a name.
Erlang and Lua obviously have true anonymous functions and closure support.