Shift-double click with the Select button on the icon of an open directory in the Filer, and it closes that directory and all subdirs etc. Use the Adjust button instead and it closes the window you clicked in too.
Ctrl-Alt click on the close icon of any window and it'll close all
windows (Tip: do not do this to check your memory whilst actually composing this post in a NS window!).
Ctrl-Alt click on the iconise button of any window will similarly cause all windows to be iconised.