Keyboard shortcut to close a tab in SQL Server Management Studio?

I know this is old, but you can also change it to Ctrl + w if you want:

In Tools | Options | Environment | Keyboard

Search for Edit.SelectCurrentWord and change it to something else (Like Ctrl + B).

Search for Window.CloseDocumentWindow. Add CTRL+W as a Global shortcut

(Credits to https://gist.github.com/jpoehls/2030795)

The shortcut Ctrl+F4 should work.

@Lance, thanks for you answer. It works, and it makes life easier.

In addition, after doing Alt-F,C you can also press N if it shows you a 'save changes' confirmation dialog.