They're still coming, but have been put off until JDK 8, which is scheduled for late 2012 (about 6 months later than the original JDK 7 scheduled date). By the fast-moving standards of the software world this does make them a long way off, though...
"Deferred to JDK 8 or later"
In the Java world, this is a good way of saying never ...
So I guess I'll be able to use closures the moment I can stop trying to make my web pages work in IE 6: in the yeat 2040
Besides, applets are way way better now than they used to be.