I don't know about the other lisp dialects, but the anonymous function is actually not needed in the Clojure version:
(filter even? [1 2 3 4])
(filter even? [1 2 3 4])
(filter even? '(1 2 3 4))
(remove-it-not 'evenp '(1 2 3 4)) (remove-if 'oddp '(1 2 3 4))