I am using vlc 0.9.9 on winxp
In Fullscreen mode, Alt-F4 does not work
I have to restore the window, then alt-tab to it, then I can finally close it with the keyboard.
Note that when restoring the window, the focus is NOT set to it (rather, NO window has the focus) which is another issue that could be fixed.
Thanks for listening,
Gernot