The next time you are in Word or TextEdit or even the terminal, look at the close button (red). If there is a small dot in the center it means that the document contains unsaved changes. This happens in the Terminal after you use the inspector to change something, but don't change the main preferences.
[Editor's note: I can't believe this hasn't been published here before, as it's one of the more basic element of OS X. The close widget will display a black dot in any Cocoa appliation document which has unsaved changes ... as noted below, Carbon application support is on an application by application basis.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20020210120453533