No, I don't think so, if your question is read literally. You can set them up to always open the same way, and they don't all have to be the same, if you know what I mean. However, you can temporarily change the view, and, without switching back to how it was, if you close it, it will open up the next time in the originally viewed arrangement, not the one you temporarily changed it to. So, if "In which they were last opened" means the temporary arrangement, then no.
In other words, you open a window in Arrangement 1 (A1) then change to A2 then change to A3 using right click Arrange By. Now you close it. When you open it again, it will be A1. If however, you change it using Show View Options, it will appear as it was when it was "last opened" as in the last view it was set to before it was closed.
Don't stand up too fast; you might be dizzy now.