Correctly formatted (two spaces preceding each line, one blank line before the first code line, no extra lines needed between code lines):

  def loop():
    for number in range(10):
      fixed_number = number
      def inner():
        return fixed_number
      yield inner

The output:

  eagerly = [0, 1, 2, 3, 4, 5, 6, 7, 8, 9]
  lazily  = [9, 9, 9, 9, 9, 9, 9, 9, 9, 9]

It doesn't work because of the way Python's variables are scoped. Your fixed_number variable is still shared across all instances of inner. Python doesn't have any sort of block scoping like you seem to think it has.