How do I write a function that returns another function?

Using lambdas, also known as anonymous functions, you can abstract out the volume function inside the make_cylinder_volume_func to a single line. In no way different from Óscar López's answer, the solution using lambda is still in a sense 'more functional'.

This is how you can write the accepted answer using a lambda expression:

import math
def make_cylinder_volume_fun(r):
    return lambda h: math.pi * r * r * h

And then call as you'd any other curried function:

volume_radius_1 = make_cylinder_volume_fun(1)
volume_radius_1(1) 
=> 3.141592653589793

Try this, using Python:

import math
def make_cylinder_volume_func(r):
    def volume(h):
        return math.pi * r * r * h
    return volume

Use it like this, for example with radius=10 and height=5:

volume_radius_10 = make_cylinder_volume_func(10)
volume_radius_10(5)
=> 1570.7963267948967

Notice that returning a function was a simple matter of defining a new function inside the function, and returning it at the end - being careful to pass the appropriate parameters for each function. FYI, the technique of returning a function from another function is known as currying.