I think OP is talking about inline variables (in Delphi terminology), ie writing a var or const where you use it instead of in a var or const block at the top of the method.
Anonymous methods are the ones that are implemented via an interfaced object. It is a bit odd and I wish they had chosen something more ABI-compatible with a C++ functor, since it would have made mapping between the two easier IMO.
I have a test branch of the Oxygene compiler -- no idea if we'll merge it in, we make syntax experiments regularly -- where all callables are assignment-compatible. In Delphi terms this means assigning an anon method to an event handler would work, but equally for us, lambdas, blocks, and more. The idea is somewhat C++-like in terms of std::function and std::bind but with simple syntax in that you write it and it works: if it can be called, it can be applied where any callable method-like expectation exists.