On Snow Leopard when you closed Preview.app and open another document with it, the previous documents did not reopen. On Lion, however, it seems that Preview is always reopening things that I thought I closed. How can I disable this behavior?
Resume can be disabled from System Preferences:
You can also override that setting for individual apps with something like:
defaults write com.apple.Preview NSQuitAlwaysKeepsWindows -bool false
Most apps now have an action called Quit and Close All Windows or Quit and Keep Windows under ⌥⌘Q depending on the default set in System Preferences.
You can also prevent windows from being reopened by holding shift while opening an application. (It works when the application is opened from the Dock, Launchpad, or Finder, but not when using the Spotlight menu or some third party apps or scripts). And it doesn't work the other way around when Resume is disabled either.