Make a Cocoa application quit when the main window is closed?

You can implement applicationShouldTerminateAfterLastWindowClosed: to return YES in your app's delegate. But I would think twice before doing this, as it's really unusual on the Mac outside of small "utility" applications like Calculator and most Mac users will not appreciate your app behaving so strangely.

Add this code snippet to your app's delegate:

-(BOOL) applicationShouldTerminateAfterLastWindowClosed:(NSApplication *)app {
    return YES;
}

You should have an IBOutlet to your main window. For Example: IBOutlet NSWindow *mainWindow;

- (void)awakeFromWindow {
    [mainWindow setDelegate: self];
}
- (void)windowWillClose:(NSNotification *)notification {
    [NSApp terminate:self];
}

If this does not work you should add an observer to your NSNotificationCenter for the Notification NSWindowWillCloseNotification. Don't forget to check if the right window is closing.

As the question is mainly about Cocoa programming and not about a specific language (Objective-C), here is the Swift version of Chuck's and Steve's answer:

@NSApplicationMain
class AppDelegate: NSObject, NSApplicationDelegate {

    func applicationShouldTerminateAfterLastWindowClosed(sender: NSApplication) -> Bool {
        return true
    }

    // Your other application delegate methods ...

}

For Swift 3 change the method definition to

func applicationShouldTerminateAfterLastWindowClosed(_ sender: NSApplication) -> Bool {
    return true
}