It's the compiler's job to do so, not a programmers! The programmer can do whatever makes sense. For example, in Scheme

  (define (make-counter)
    (let ((n 0)) (lambda () (set! n (+ n 1)) n)))

is guaranteed to work in any context where make-counter is called. Same in Go; though the syntax is a bit unwieldy due to having to specify types:

  func makeCounter() (func () int)) {
    n := 0
    return func () int { n++; return n }
  }

Google's Go compiler is smart enough to allocate only the captured variable (n in this case) for such returned functions on the heap. There should be no failures.

IIRC some algol-68 compiler did remove the restriction and allowed such full closures.