One of the coolest things about the current version of iOS, and one I show every new iOS user, is the way you can double click the Home button to bring up the multitasking bar. This shows a horizontal list of all the recently closed apps on your iPhone, making switching between their saved states super easy.
If you want something similar on your Mac, then you have to try AppsBar, a $1.99 app in the Mac App Store that does the same thing, only at the top of your screen.