In Clojure (which has no blocks or return statement), I would write that code as
(defn outer []
(first (filter close? something_or_other))
Perl <-> Python is my canonical example; I program professionally in Perl and only as a hobby in Python, so the time spent with each language is probably about 5:1 (but still quite substantial with both, as I've been programming with Perl for a long time), so I'm actually more familiar with Perl if anything. Perl is shot through with features, syntactic nuances, and all sorts of magical features both by default and in CPAN, and I even use some of them (selectively), but if it's all so awesome how come I never miss any of it in Python? (And how come the feature I really miss is the ability to use objects as the key for hashes, which Python has and Perl does not? Yes, I know about the CPAN modules, which are hacks and not something I trust, not like Python's built-in support.)
When I look at languages, I want to look at and talk about the global effects the language has on my programming. It is far too easy to get caught up in how awesome this little feature is and how awesome that little feature is and miss what global effect it is having on your code.
Just like with ordered hashes, using hashes with non-string keys needs programming on your part (perhaps overloading stringification for your object and providing a way to get your object back from the string) or others (CPAN). Or you could overload (or just add to) the object and provide an accessor for your value so you can set it on the object itself.