What can I do to retrieve windows that have gone off screen?

Highlight in in the task bar, hit ALT+SPACE then M. That will get it ready to move. Then use your arrow keys to move it and hit Enter when finished.

Try holding the Shift key while closing. That often saves the location.

I have a geeky solution :-) Script in Python that goes through all off-screen windows and offers moving them to the left upper corner:

import winxpgui, sys, win32con

screen_width = 1920
screen_height = 1200

def WindowsListEnum(hwnd, data):
    pos = winxpgui.GetWindowRect(hwnd)
    left, top = 0, 0
    if pos[0] < 0 or pos[0] > screen_width:
        left = 10
    if pos[1] < 0 or pos[1] > screen_height:
        top = 10
    if left or top:
        print winxpgui.GetWindowText(hwnd), ',', pos, '->', (top, left, pos[2], pos[3])
        if sys.stdin.read(1) == 'y':
            winxpgui.SetWindowPos(hwnd, win32con.HWND_NOTOPMOST, left, top, pos[2]-pos[0], pos[3]-pos[1], win32con.SWP_SHOWWINDOW)

print "press 'y' to move the window, anything else to continue\n"
winxpgui.EnumWindows(WindowsListEnum, None)

You need Python and Win32all.

In Windows 7 you can select the window and then Win + arrow keys to move it.