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What is a lambda expression in C++? What is the capture list in a lambda? Can a lambda be recursive? What is the difference between capturing by value and by reference? What is a mutable lambda? How do you specify a lambda's return type? What is std::function and how does it relate to lambdas? What is an immediately invoked lambda expression (IILE) and why use it? What is a generic (template) lambda? How are lambdas implemented under the hood?
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Where are lambdas most commonly used?

Beginner

Answer

Lambdas are most commonly used as inline callables for STL algorithms (sort comparators, predicates for find_if/count_if/remove_if, transformations), as callbacks and event handlers, in threading (passing work to std::thread or std::async), and anywhere a short, local function is clearer than a named one.
std::sort(v.begin(), v.end(),
          [](int a, int b){ return a > b; }); // descending
Real-world example A predicate lambda passed to std::remove_if filters out invalid records in one line.

Common follow-ups: Which algorithms take predicates? | Why prefer a lambda over a named function here?

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All 12 Lambda Expressions questions