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#11
If they are all the same type, e.g. Windows Explorer Windows you can right click on the taskbar grouping and select "Close All windows".
I remember a program doing something similar - here's the link. The limitation is that it will try to close down all open programs, including Windows Explorer, so you need to add a few filters to stop this. The final product is a single-keystroke shortcut.
However, clever as it is, I sometimes wonder if programs like this are worth the effort.