Yes, there is. It's Alt+F4.

This is the key combination to end a program. The only reason it doesn't work as advertised is ignorant programmers who refuse to follow Microsoft design guidelines.

This problem would persist with any other hotkey as well. You could only possibly create a custom solution with AutoHotKey (or similar tools) that kills the process. But this would most likely make you lose a lot of work. As that is quite the brute force method to exit a process.

I want to know more!

OK, to my understanding, there are several ways a Windows application can be terminated.

1. Posting a WM_CLOSE window message to the main application window.
2. Destroying the main application window.
3. Terminating the process.

The first way is the clean way. The way you're intended to close an application. This is the same thing that Alt+F4 works. Pressing Alt+F4 will just send the WM_CLOSE message to the application window.

Now, let's look at all 3 ways in reverse order.

Terminating a process

In Windows, an application lives in a process. Inside that process, the application may create a window. The window is what you will see on your desktop and what you will interact with.

So, if the process is the root of an application, if you terminate it, everything else will go away as well. So this would be great to fully end an application. But this will kill the application so abruptly, that it will have no chance to save any critical data to disk.

So this would not be recommended!

Destroying the main application window

As we just learned, the main application window is just part of the process. So if we just destroy that window, we'll still have the process stinking up the place :(

And that would be even harder to get rid off than the application would have been.

This is most likely the nastiest approach to trying to end an application. Stay far away!

Posting a WM_CLOSE message

Windows is a message-based operating system. Meaning, components talk to each other by sending each other little messages.

One of these messages is the WM_CLOSE message.
If an application receives this message, it is agreed upon, that this application should seize all action and then life.

But every programmer can decide on his or her own how to handle the message.

As the documentation told us earlier, the default behavior would be to call DestroyWindow and, thus perform our application exit approach #2.
With the little difference that, this time, it's intentional and the program has every chance to save critical data.

Conclusion

So, as you can see, we're pretty much at the mercy of every programmer here. Or we take the risk of losing data (you don't want to take that risk!).