Tryit Editor v1.8

Source Code:

<!DOCTYPE html>
<html>
<head>
<script src="//ajax.googleapis.com/ajax/libs/jquery/1.10.1/jquery.min.js">
</script>
<script>
$(document).ready(function(){
  $(window).unload(function(){
    alert("Goodbye!");
  });
});
</script>
</head>
<body>

<p>When you click <a href="http://w3schools.com">this link</a>, or close the window, an alert box will be triggered.</p>

</body>
</html>

Result:

W3Schools.com - Try it yourself

Edit the code above and click "Submit Code" to see the result.