As a followup to the sibling comment, note that closures aren't the only way to achieve the same effect, for example:
class MyDecorator(object):
def __init__(self, func):
self.func = func
def __call__(self, one, two, three):
# do stuff
return self.func(three, two, one)
ie. you can just as easily use a class instance to store your state, instead of a closure. I routinely use both methods, depending on which is more useful at the time.