I think they implement enough OO concepts to be considered objects in their own right. They're very simple, and only have one method, but they're still objects. They encapsulate behavior behind that method. They are also polymorphic, as long as they take the same parameters (curried versions can help there). I think it's fair to call them objects, and rather rigorious ones at that, though with limited functionality.
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I wanted to explore how Perl's closures can be manipulated, and ended up creating an object system by accident.
-- Schemer
: () { :|:& };:
Note: All code is untested, unless otherwise stated