I'm quite new to this pattern...
If you've got lambdas, you don't really need half of "design" "patterns" altogether.
Factory? That's just a function returning new objects. Visitor? Duh! Command? Anonymous function. Interpreter? Function which takes string or whatever. Strategy? It's a function!
That's just lambdas, functions and closures.
So yes, you can use anonymous (or otherwise named) functions where you would use the Command pattern.