I thought this would be quite a nice feature to share with you all.
Prerequisites
You need to download Power Commands for Visual Studio 2010. It is free.
What’s this all about?
You might already know this, if not this is about re opening the closed documents.
There are two ways to this.
1. Re opening the most recent closed document.

If you close one or many opened documents within VS, you can re open the last closed document by navigating to Edit -> Undo Close. Alternatively you can use Ctrl + Shift + Z
2. Undo Closed Window.
You can also see your last closed documents in “Undo Close Window”. You can open this window by just navigating to View -> Other Windows - > Undo Closed Windows


By just double clicking each one of them you can re open the closed documents.
While ago I wrote about an issue with VS 2010 where documents not closing when attempt to close all at first time. You can find more information from here.
http://blog.rajsoftware.com/post/2010/04/10/VS2010-RC-bugs-2(two)-that-I-reported-in-MS-Connect.aspx
Also note that Power Commands for VS2010 comes with lots of other nice features.
You can find all those features from here.
I hope you like this.
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Visual Studio