Have you ever been juggling a dozen or so tabs in your web browser and accidentally close one? Oooh, I hate that!
As luck would have it, most modern web browsers support an “Undo Close Tab” shortcut which will bring back that lost tab. The latest versions of Chrome, Firefox, IE, and Opera all allow you to hit Control-Shift-T to recover your lost tab in Windows. On OS X with Chrome or Firefox, you can hit Command-Shift-T for the same result.
Safari likes to be different. Its keyboard shortcut is Command-Z.
This won’t help you recover any lost state (e.g. page form being filled out), but in most cases it’s pretty handy. Once again, technology helps us become retroactively infallible.