The likelihood of successfully recovering an unsaved document is
low, but see "How to recover a lost file" in:
Word 2003: http://support.microsoft.com/?kbid=827099
Word 2002: http://support.microsoft.com/?kbid=316951
Word 2000: http://support.microsoft.com/?kbid=316950


John wrote:

I worked for several hours on a word file. In closing out several reference
files, I inadvertantly closed the one I was working on. Of course it
prompted me, "Do you want to save changes" and I impulsively hit "No".
Standard recovery procedures are to no avail. Nor is "Undo" or "Redo". Is
there any way to recover this material? (I have not otherwise used the
computer since this happened.)