The shortcut to close individual applications completely depends on the application developer. Some examples:
- Ctrl-q for Firefox
- Meta-F4 for Chromium
- Ctrl-Shift-q for GNOME Shell
To close individual windows or sub-windows (tabs, dialog boxes) in applications all bets are off (Esc, Meta-q, Ctrl-w, mouse only).
However, window managers can include global shortcuts which will generally do what is expected. What are the global shortcuts to close any window and/or application in Awesome WM?