Here's a nice lambda synopsis with some usage notes.

Some notes on C++11 lambda functions

by Ranju V.

From the article:

Bjarne Stroustrup says that C++11, which is the latest ratified revision of the C++ standard, “feels like a new language”.  I think lambda functions are a big part of what makes the language feel so very different from C++03.  Lambda functions basically allow you to do things like this:

vector<int> nums { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
auto evens = count_if(begin(nums), end(nums), [](int num) {
    return (num % 2) == 0;
});