If you’re used to closing windows with Command+Q and you’d also like this trick to work with Finder, you can simply add a “Quit Finder” menu item to all Finder instances which will also enable closing the window with Command+Q.
Just open up your Terminal and enter the following command:
defaults write com.apple.finder QuitMenuItem -bool yes
Now you just have to restart finder (Command+ALT+ESC => Select Finder => Restart Finder) or optionally just enter the following terminal command in order to kill all Finder windows:
Note: This solution, however, will quit all Finder windows at once. If you’d like to close the active window only, simply use Command+W
In order to undo above changes, you can simply enter the following command:
defaults delete com.apple.finder QuitMenuItem
(and restart Finder again)