Apple - How can I get Safari to reopen my last closed tab?

Try clicking ⌘-Z (for undo).

As it was mentioned already +Z only works for one tab. If you would like to be able to reopen more than 1 tab, try retab, an open source Safari extension. You can customize the key-bindings to match Chrome-style ++T too.

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As of macOS Sierra beta 1, + shift + T works the same way on safari.