[BDFL_Xenu]

If they will be based on anonymous inner classes, then yes, they'll capture the variables from the surrounding scope. Those variables however will be 'final', which means that you can't re-assign them, even if their values are still liable to side-effects (e.g. setting fields, mutating collections, etc).

[spullara]

They are not based on anonymous inner classes (the implementation is likely to be much different) but they have the same restrictions as BDFFL_Xenu described.