If you accidentally close a tab in Firefox, you can easily retrieve it by pressing Ctrl+Shift+T.
If you do the same mistake in Opera, Ctrl+Alt+Shift+Z will help you reopen the most recently closed tab. Or click the Trash icon near the toolbar to see a list of closed tabs arranged in reverse chronological order.
Coming to Internet Explorer, there's no inbuilt feature to restore closed tabs but there's a free add-in called IE7 Open Last Closed Tab that makes your IE 7 behave just like Firefox or Opera.
You can click Alt+X in IE and it will open up the most recently closed tab - the add-in is worth installing because you never know when you may need it. Available at Download.com