Draw an X in CSS

You want an entity known as a cross mark:

http://www.fileformat.info/info/unicode/char/274c/index.htm

The code for it is ❌ and it displays like ❌

If you want a perfectly centered cross mark, like this:

try the following CSS:

div {
    height: 100px;
    width: 100px;
    background-color: #FA6900;
    border-radius: 5px;
    position: relative;
}

div:after {
    position: absolute;
    top: 0;
    bottom: 0;
    left: 0;
    right: 0;
    content: "\274c"; /* use the hex value here... */
    font-size: 50px; 
    color: #FFF;
    line-height: 100px;
    text-align: center;
}

See Demo Fiddle

Cross-Browser Issue

The cross-mark entity does not display with Safari or Chrome. However, the same entity displays well in Firefox, IE and Opera.

It is safe to use the smaller but similarly shaped multiplication sign entity, × which displays as ×.

single element solution:

body{
    background:blue;
}

div{
    width:40px;
    height:40px;
    background-color:red;
    position:relative;
    border-radius:6px;
    box-shadow:2px 2px 4px 0 white;
}

div:before,div:after{
    content:'';
    position:absolute;
    width:36px;
    height:4px;
    background-color:white;
    border-radius:2px;
    top:16px;
    box-shadow:0 0 2px 0 #ccc;
}

div:before{
    -webkit-transform:rotate(45deg);
    -moz-transform:rotate(45deg);
    transform:rotate(45deg);
    left:2px;
}
div:after{
    -webkit-transform:rotate(-45deg);
    -moz-transform:rotate(-45deg);
    transform:rotate(-45deg);
    right:2px;
}

<div></div>

Yet another pure CSS solution (i.e. without the use of images, characters or additional fonts), based on @Bansoa is the answer's answer .

I've simplified it and added a bit of Flexbox magic to make it responsive.

Cross in this example automatically scales to any square container, and to change the thickness of its lines one have just to tune height: 4px; (to make a cross truly responsive, you may want to set the height in percents or other relative units).

div {
    position: relative;
    height: 150px; /* this can be anything */
    width: 150px;  /* ...but maintain 1:1 aspect ratio */
    display: flex;
    flex-direction: column;
    justify-content: center;
}

div::before,
div::after {
    position: absolute;
    content: '';
    width: 100%;
    height: 4px; /* cross thickness */
    background-color: black;
}

div::before {
    transform: rotate(45deg);
}

div::after {
    transform: rotate(-45deg);
}

<div></div>