I've closed the lid a lot of times - then OSX goes into standby, and that doesn't kill the Windows (the guest OS apparently goes into standby as well without any problems).
This time OSX wen't into standby automatically because of no more than a couple of percent capacity left on the battery. This would probably have been alright, if I'd just been given the machine some power. But I didn't and the machine - including the windows guest - went from standby to dead during the night.
I've done the same thing with parallels. Not on purpose, but accidentally.
BTW: I've just tried to start the Windows repair console from the install DVD, and when I try to "dir" the C:-drive it says:
"An error occurred during directory enumeration".
I've never experienced this before with either Parallels or VMWare. This is no criticism, just a fact