Can I create anonymous classes in C++ and capture the outside variables like in Java?

There is no way to automatically capture those variables, but you can use an alternative approach. This is if you want to capture by reference:

int main() {
    int y = 100; // mark y as final if possible
    class IB : public IA {
    public:
      IB(int& y) : _y(y) {}
      int f(int x) { return x + _y; }
    private:
      int& _y;
    } a (y);
    return 0;
}

If you want to capture by value, just change int& into int.

Anyway, you may consider using a tuple of lambdas as a “multi-callback” object if that is what bothers you about individual lambdas. You would still have everything packed in one object and capturing would be done for free.

Just as an example:

auto callbacks = make_tuple(
    [] (int x) { cout << x << endl; },
    [&] () { cout << y << endl; }, // y is captured by reference
    [=] (int x) { cout << x + y << endl; }, // y is captured by value
    // other lambdas here, if you want...
    );