  We show that there is a compact topological space carrying a measure which is
not a weak* limit of finitely supported measures but is in the sequential
closure of the set of such measures. We construct compact spaces with measures
of arbitrarily high levels of complexity in this sequential hierarchy. It
follows that there is a compact space in which the sequential closure cannot be
obtained in countably many steps. However, we show that this is not the case
for our spaces where the sequential closure is always obtained in countably
many steps.
