Formal definitions don't always help to penetrate "closure", though they do make sense once you understand.
THIS is a good place to start though you may need to read it though 2, 3, 4 times.
Other definitions and examples exist on the web but beware; some authors use "closure" as a synonym for "lambda", which is incorrect and very confusing. You will (quite correctly) find "lambda" used in discussions of "closure" but they are NOT the same thing.
Edited by Airshow: n/a