Technically, a closure is the mechanism behind how persistent scope works in functions - in other words, it's the implementation. That's what it originally meant in terms of Lisp. And in some cases that's still what it means - just look at the explanations of what closures are in various Lisp dialects and they almost all try to explain it in terms of how the compiler/interpreter implements closures. Because that was how people used to explain scope.
The first time I came across a much simpler explanation of closures (that is, explaining the behavior instead of the mechanics) was in javascript. Now that more people are used to the idea of closures, the word itself has grown to mean:
the captured scope of an inner function allowing the function to refer to the variables of the outer function (this is the closest to the original meaning)
the inner function itself (typically in languages that call first-class functions or lambdas "closure")
the free variable captured by the closure
I personally prefer the last meaning because it captures the essence of what closures are: a form of variable sharing, kind of like globals. However, if you want to be pedantic, only the first meaning is actually the technical meaning: "closure" refers to the captured scope.