If we take "Functions" as a baseline, then we have...

Floating Functions / First class functions (thanks to comments for reminding): Functions that can be passed around as variables. e.g. All functions in Javascript are floating functions.

    function callback() { ... }
    // function assigned to a variable
    var x = callback;
    // function is an argument to another function
    doSomething(..., callback)

Anonymous functions: functions with no name.

    // an anonymous function
    (function() { .... })()

    // anonymous function as an argument
    doSomething(..., function() { .... })

Lambda functions: A style of writing functions without a block, where the function and return value are expressed as one single expression without the usage of a block or explicit returns.

    employee => employee.name

Closures: When a function references a variable outside its scope, and that "frees" the variable from its normal lifetime, thus creating a "closure" between the function and the now-free variable.

    function a() {
      var x = 1;
      return function() {
        // here a closure is created
        // now "x" outlives its lifetime and
        // becomes a free variable
        return x + 1;
      }
    }