> Also, naming something implies it will be useful in another context, which one-off lambdas rarely are.

Not necessarily. I find it helps readability to do this:

  def prunde_indices(indices, cutoff):
    def match_old_index(index):
      return index.timestamp < cutoff

    old_indices = filter(match_old_index, indices)
    # ... do things with old_indices

as opposed to using an anonymous lambda. That doesn't mean I have to reuse it outside of this function.

> Also, naming something implies it will be useful in another context, which one-off lambdas rarely are.

Naming something in a local scope doesn't imply that it will be useful other than at least one place on that local scope. In fact, it's a pretty clear indication that you don't expect to need it anywhere outside of that scope.

Whenever I have difficulty thinking of a good name for an intermediate step, I start to worry that my algorithm is unnecessarily complicated.