The Lattice Boltzmann method (LBM) offers a powerful and versatile approach to simulating diverse hydrodynamic phenomena, spanning microfluidics to aerodynamics. The vast range of spatiotemporal scales inherent in these systems currently renders full resolution impractical, necessitating the development of effective closure models for under-resolved simulations. Under-resolved LBMs are unstable, and while there is a number of important efforts to stabilize them, they often face limitations in generalizing across scales and physical systems. We present a novel, data-driven, multiagent reinforcement learning (MARL) approach that drastically improves stability and accuracy of coarse-grained LBM simulations. The proposed method uses a convolutional neural network to dynamically control the local relaxation parameter for the LB across the simulation grid. The LB-MARL framework is showcased in turbulent Kolmogorov flows. We find that the MARL closures stabilize the simulations and recover the energy spectra of significantly more expensive fully resolved simulations while maintaining computational efficiency. The learned closure model can be transferred to flow scenarios unseen during training and has improved robustness and spectral accuracy compared to traditional LBM models. We believe that MARL closures open new frontiers for efficient and accurate simulations of a multitude of complex problems not accessible to present-day LB methods alone.