#define lambda(ret_type, _body) ({ ret_type _ _body _; })

I found this one really fascinating, they're using both statement expression and nested functions. Their (reformatted) example of:

  int (*max)(int, int) =
    lambda(int, (int x, int y) { return x > y ? x : y; });

macro-expands to

  int (*max)(int, int) =
    ({ int _(int x, int y) { return x > y ? x : y;}; });

So they have a statement-expression with just one statement in it - the value of that statement is the value of the whole statement-expression. And the one statement inside the statement expression is a declaration of a nested function named _. Statement-expressions decay their return types, so that function gets converted to a function pointer. And thus your "lambda" is a pointer to a GCC nested function.