Declare local variable within the loop instead of using loop variable in Linq methods

I’ve noticed in my LINQ code Resharper Warning “‘Access to modified closure’“. The search pointed that there is very confusing potential error.
If  for/foreach loop variable is used only in Linq methods (more general, only as a parameter for delegates) , only the last value of the variable will be used for all calls.
It always required to create local variable inside loop and use the local variable instead of loop variable.