I can give you an example where I actually needed lambda serious. I'm making a graphical program, where the use right clicks on a file and assigns it one of three options. It turns out that in Tkinter (the GUI interfacing program I'm writing this in), when someone presses a button, it can't be assigned to a command that takes in arguments. So if I chose one of the options and wanted the result of my choice to be:
print 'hi there'
Then no big deal. But what if I need my choice to have a particular detail. For example, if I choose choice A, it calls a function that takes in some argument that is dependent on the choice A, B or C, TKinter could not support this. Lamda was the only option to get around this actually...