You cannot marshal a Lambda or Proc. This is because both of them are considered closures, which means they close around the memory on which they were defined and can reference it. (In order to marshal them you'd have to Marshal all of the memory they could access at the time they were created.)
As Gaius pointed out though, you can use ruby2ruby to get a hold of the string of the program. That is, you can marshal the string that represents the ruby code and then reevaluate it later.
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…