[feature request] allow callback functions to have user data passed in.

[ConnorRigby]

I have a framework that doesn't allow for global variables, so it would be really nice to have callbacks' first argument be void* arg along with whatever data that gets passed in.

[ConnorRigby]

I suppose on the other hand one could pass in somthing like this:

std::function<void()> func([](){/*something clever*/});

Feel free to close if you don't want to support this.