Scope of lambda functions and their parameters?

I need a callback function that is almost exactly the same for a series of gui events. The function will behave slightly differently depending on which event has called it. Seems like a simple case to me, but I cannot figure out this weird behavior of lambda functions.

So I have the following simplified code below:

def callback(msg):
    print msg

#creating a list of function handles with an iterator
funcList=[]
for m in ('do', 're', 'mi'):
    funcList.append(lambda: callback(m))
for f in funcList:
    f()

#create one at a time
funcList=[]
funcList.append(lambda: callback('do'))
funcList.append(lambda: callback('re'))
funcList.append(lambda: callback('mi'))
for f in funcList:
    f()

The output of this code is:

mi
mi
mi
do
re
mi

I expected:

do
re
mi
do
re
mi

Why has using an iterator messed things up?

I've tried using a deepcopy:

import copy
funcList=[]
for m in ('do', 're', 'mi'):
    funcList.append(lambda: callback(copy.deepcopy(m)))
for f in funcList:
    f()

But this has the same problem.