I found a reference on Tkinter here. It's not perfect, but covers nearly everything I ever needed. I figure section 30.3 (Event types) helps, it tells us that there's a "Destroy" event for widgets. I suppose .bind()ing your saving jobs to that event of your main window should do the trick.
You could also call mainwindow.overrideredirect(True) (section 24), which disables minimizing, resizing and closing via the buttons in the title bar.
