Apple - How do I alt+f4 in OS X? I want to close focused window

Shift+⌘ Cmd+w does what you want in Safari and Chrome. I don't think it's a system-wide standard, though.

It works in Finder too so maybe it is a standard.

https://support.google.com/chrome/answer/157179?hl=en

BetterTouchTool (http://www.bettertouchtool.net) lets you assign many actions to trackpad and magic mouse gestures / mouse buttons / keyboard shortcuts. The "Close Window below cursor" action might be close to what you want