This is years past-due, but callable(mylambda) will return True for any callable function or method, lambdas included. hasattr(mylambda, '__call__') does the same thing but is much less elegant.
If you need to know if something is absolutely exclusively a lambda, then I’d use:
callable(mylambda) and mylambda.__name__ == "<lambda>"
(This answer is relevant to Python2.7.5, onwards.)