Is there a way to plan and diagram an architecture for dynamic scripting languages like groovy or python?
UML isn't too well equipped to handle such things, but you can still use it to communicate your design if you are willing to do some mental mapping. You can find an isomorphism between most dynamic concepts and UMLs static object-model.
For example you can think of a closure as an object implementing a one method interface. It's probably useful to model such interfaces as something a bit more specific than interface Callable { call(args[0..*]: Object) : Object }.
Duck typing can similarly though of as an interface. If you have a method that takes something that can quack, model it as taking an object that is a specialization of the interface _interface Quackable { quack() }.
You can use your imagination for other concepts. Keep in mind that the purpose of design diagrams is to communicate ideas. So don't get overly pedantic about modeling everything 100%, think what do you want your diagrams to say, make sure that they say that and eliminate any extraneous detail that would dilute the message. And if you use some concepts that aren't obvious to your target audience, explain them.
Also, if UML really can't handle what you want to say, try other ways to visualize your message. UML is only a good choice because it gives you a common vocabulary so you don't have to explain every concept on your diagram.
Say I want to write a large application in groovy, and take advantage of closures, categories and other concepts (that I regularly use to separate concerns).  Is there a way to diagram or otherwise communicate in a simple way the architecture of some of this stuff?  How do you detail (without verbose documentation) the things that a map of closures might do, for example?  I understand that dynamic language features aren't usually recommended on a larger scale because they are seen as complex but does that have to be the case?