What are C# lambda's compiled into? A stackframe, an instance of an anonymous type, or?

What are C# lambda's compiled into? A stackframe, an instance of an anonymous type, or?

I've read this question. Which mostly answers "why" you can't use a lambda when also using implicit type features. But, this question is aimed at answering what construct the compiler produces to actually carry out the code of a lambda. Is it a method call of an anonymous type (something like anonymous types that implement an interface in Java?) or is it just a stack frame with references to closed variables and the accepting the parameter signature? Some lambda's don't close over anything -- so are there then 2 different resulting outputs from the compile.