A colleague mentioned that ever since Windows 3.0 (maybe before) you've (usually) been able to close a window by double-clicking in the top-left corner, where the window menu button used to be. Later that button was replaced with the window icon, but the menu and the double-click still worked. Now, even though that button isn't visually there in many programs - such as Explorer - clicking where it would have been (usually) still works, and double-clicking there still closes it.

Sadly, there are some programs which haven't preserved this interaction, such as Firefox.