I was just posting to let everyone know that I did a fresh install on a Thinkpad T440 with xfce4 and it would not sleep on lid close. Using this thread and some searching I got it to work.

First was running visudo as root to allow my user to run pm-suspend

# username suspend permission
username ALL=NOPASSWD: /usr/sbin/pm-suspend

then I created an acpi event by creating /etc/acpi/events/lid

event=button/lid
action=/etc/acpi/actions/lid_suspend.sh %e

(make sure to make it executable with "chmod +x lid")

Finally I created the folder and file /etc/acpi/actions/lid_suspend.sh

#!/bin/bash
if [  "$3" = "close" ] ; then
     /usr/sbin/pm-suspend
fi

(chmod +x lid_suspend)

I did "service acpid restart" as root for good luck and it worked!

Thank you everyone for your help!