A lambda expression is used (among other things) as an abbreviation for anonymous functions (also called anonymous delegates or anonymous methods). That is, pointers to a function that you define on the fly.
See this general jQuery Ajax example:
$.ajax({
url: "test.html",
context: document.body,
success: function(){
$(this).addClass("done");
} });
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Dim newNinjaList = NinjaList.Where(Function(n) n.primaryWeapon = "dagger")
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