Build id: Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:126.96.36.199) Gecko/20060111 Firefox/188.8.131.52 Opera 9 has a "Lock tab" option that is very useful. Once you lock a tab, it can't be closed. This can be very useful, especially when there is no possibility to undo a closed tab.
I don't see this as being useful to most users, and there will be a undo close tab feature in Firefox 2.
What gavin said, there's extensions to do this too.