I've done several Tech Ed talks, in Europe and the US, in which I've demoed lambda expressions, a new language feature coming in C++0x and implemented in Visual Studio 2010. If you missed your chance last year to watch my Tech Ed Europe talk, it's still available on page 3 of the "last year's highlight's" page
. But that's 80 minutes and covers more than just lambdas. If you would be up for investing a tenth of that time, try this Channel 9 piece
featuring Thomas Petchel. He's obviously VERY familiar with the STL and he illustrates perfectly how writing dinky little functions to initialize arrays can be tedious and time consuming, and how lambdas make them faster. If you watch that and like what you see, go ahead and give my Tech Ed talk a listen as well.