Here it is:
The venerable master Qc Na was walking with his student, Anton. Hoping
to prompt the master into a discussion, Anton said "Master, I have
heard that objects are a very good thing - is this true?" Qc Na looked
pityingly at his student and replied, "Foolish pupil - objects are
merely a poor man's closures."
Chastised, Anton took his leave from his master and returned to his
cell, intent on studying closures. He carefully read the entire
"Lambda: The Ultimate..." series of papers and its cousins, and
implemented a small Scheme interpreter with a closure-based object
system. He learned much, and looked forward to informing his master of
his progress.
On his next walk with Qc Na, Anton attempted to impress his master by
saying "Master, I have diligently studied the matter, and now
understand that objects are truly a poor man's closures." Qc Na
responded by hitting Anton with his stick, saying "When will you
learn? Closures are a poor man's object." At that moment, Anton became
enlightened.
Now I will be the first to admit that I usually just don't get koans. But I think I get this one. Objects and closures are equivalent in the sense that what you can do with one you can do with the other. However, for each particular case one may be better (easier to use, more natural, whatever) than the other. You should use which ever one is the best for each particular problem.This is of course easier if you are using a programming language that natively supports both closures and objects...