Close all tabs in Visual Studio
Solution 1:
Go to Window -> Close All Documents
The shortcut is ALT W+L
Solution 2:
Right click on one of the tabs, select "Close all but this", then close the last one the normal way. Its not optimal but its far less work than closing each and everyone.
Edit: this only works for open files. Not error list, output or such. My bad...
Edit: In Visual Studio 2013 Preview you can now right click on any open document tab and select Close All Documents