Button.OnClic.AddListener(delegate{method(object);}), wrong object sent

Hi ! I have an array of object of type Station, and I'd like to generate one button per item, then when the button is clicked I want to do something with the corresponding Station object. Here's a simplified version of relevant code :

 foreach(Station s in stations)
 {
    GameObject b = Instantiate(buttonTemplate) as GameObject;
    //...
    Button b2 = b.GetComponent<Button>();
    b2.onClick.AddListener(delegate {setStation(s);});
 }

 //and further down
 public void setStation(Station s)
 {
    Debug.Log(s.name);
 }

No matter what button I clic, setStation is always called with the last element of the array, not the one corresponding to the button I clicked.

Why is this happening, and what is the correct way to get the result I want ? Thanks for help !