The preferred way to do that in Python is as a co-routine (AKA generator). Besides being easier to read and reason about, generators implement common protocols,

The preferred way to do that in Python is as a co-routine (AKA generator). Besides being easier to read and reason about, generators implement common protocols, such as the iteration protocol. This means you can use generators in for-loops, as a parameter to list(), or anywhere else that accepts an iterator. Here's an example of cycle() as a co-routine: def cycle(*args): i = 0 while True: i = (i + 1) % len (args) yield args[i] for arg in cycle("red", "green", "blue"): print (arg) Alternatively, if you really want to use a callable: gencycle = lambda *args: cycle(*args).next get_next = gencycle("red", "green", "blue") print (get_next()) print (get_next()) print (get_next()) Either way, it'll be cleaner than an explicitly stateful object.