 <p>Here's a really simple example</p> <pre><code>let rememberTheEvens = let theList = List&lt;int&gt;() fun n -&gt; if n%2 = 0 then theList.Add(n) theList </code></pre> <p>And here's a proper write up that I did a while back that uses a closure for Memoization <a href="http://www.devjoy.com/2013/05/learning-to-think-functionally-memoization/" rel="nofollow">http://www.devjoy.com/2013/05/learning-to-think-functionally-memoization/</a></p> <p>Hope that helps.</p>