But doesn't this just happen because n is a pointer? What would you expect it to print? 1,2,3,4?
Anyway, the problem they were talking about is clearer when you are closing over stuff that other than the loop variable:
fns = []
for n in [1,2,3,4]:
x = n*10
def fn():
print(x)
fns.append(fn) def x(y=[]):
y.append(1)
return y
for z in range(4):
print x()