A new feature of Lion is the ability to restore your environment. When you open Pages, for instance, you’ll see all the documents you were working on, and this could be a nice thing.
For some applications you open and close often this is very annoying. For me QuickTime, Preview and VLC should not behave this way. To fix this there’s a command line trick working in a per-app basis (repplace QuickTimePlayerX with Preview or VLC as needed):
defaults write com.apple.QuickTimePlayerX NSQuitAlwaysKeepsWindows -bool false