What is the shortcut for closing multiple windows. They sometimes seem to open up in iPhoto, Mail, or Preview. I'm not sure why they open up or how to close them all at once.
You can press Command W, to close a window. Command Q is to quit the whole application, but Command W is the way to go if you want to just close application windows.
Cmd+H hides the window without quitting the application or closing it. To quickly quit apps, Cmd+Tab brings up the list of active apps, use tab to cycle then simply press Q while hovering over the icon of the app you wish to close. Your finger must remain on Cmd the whole time, but it's very quick and efficient.
Just a point of clarification: Command-W will only close one window. The question was how to close multiple windows "all at once". Depending on how many windows are open, it may in fact be quicker to close one at a time than to Quit and then re-enter the program if you want one window to remain open.
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