> b) it's not that natural in Mathematica. The natural part comes from its symbolic nature. But if you look at the documentation and read about how they implement lexical closures, it's all vague and not that pretty. The implementation actually needs to rewrite variable names, IIRC.

That's indeed what Module does, and it is indeed ugly and slow. When we add parse-time macros it'll be trivial to fix this.

For now, many people use Block instead, which does dynamic scoping and is a bit cheaper. I actually really like Block, because it gives you the convenience of a couple of globals that you don't require you to keep passing them along among your backend functions, but they're properly bound to the lifetime of your function (and are re-entrant etc).