He probado lo siguiente

std::function<void ()> getAction(std::unique_ptr<MyClass> &&psomething){
    //The caller given ownership of psomething
    return [psomething](){ 
        psomething->do_some_thing();
        //psomething is expected to be released after this point
    };
}

Pero no se compila. ¿Algunas ideas

ACTUALIZAR

AS sugirió, se requiere una nueva sintaxis para especificar explícitamente que necesitamos transferir la propiedad a la lambda, ahora estoy pensando en la siguiente sintaxis:

std::function<void ()> getAction(std::unique_ptr<MyClass> psomething){
    //The caller given ownership of psomething
    return [auto psomething=move(psomething)](){ 
        psomething->do_some_thing();
        //psomething is expected to be released after this point
    };
}

¿Sería un buen candidato?

UPDATE 1:

Mostraré mi implementación demove ycopy como sigue:

template<typename T>
T copy(const T &t) {
    return t;
}

//process lvalue references
template<typename T>
T move(T &t) {
    return std::move(t);
}

class A{/*...*/};

void test(A &&a);

int main(int, char **){
    A a;
    test(copy(a));    //OK, copied
    test(move(a));    //OK, moved
    test(A());        //OK, temporary object
    test(copy(A()));  //OK, copying temporary object
    //You can disable this behavior by letting copy accepts T &  
    //test(move(A())); You should never move a temporary object
    //It is not good to have a rvalue version of move.
    //test(a); forbidden, you have to say weather you want to copy or move
    //from a lvalue reference.
}