Close'n forget lets you clear outs all surfing histories and cookies when closing a tab in Firefox

Close’n forget is one of the most useful add-ons for Firefox browser that lets you close out the current tab or window that you are browsing and all web traces (cookies and surfing history) of that tab. It might be useful in many situations, for example, you can remove all traces of a website that you’re browsing from the current tab or window, without having to remember to do it later.

Just install the add-on from here, after restarting Firefox, you can find the new "close" button in the toolbar customization panel and drop it in your preferred place (View – Toolbar – Customize and drag the close button).

Optionally, you can add an entry in the contextual menu of each page from the option window (Tools –Add-on-Close’n Forger – Option). Install Close’n forget from Mozilla add-on site. More details available from here [via].