Two New iPhone OS 4 Features Discovered: File Sharing And App Closing
May 5, 2010

The other new feature that was discovered is more like an improvement on a new feature rather than an entirely new one. In earlier versions of iPhone OS 4 you had to tap and hold on each app running that was running in the background to get it to display a close icon in order to shut one down, which was obviously a large pain when you had multiple apps running. Now in beta 3 when you tap and hold on an app, all apps running in the background will display the close icon and you can tap to close as many as you wish. It's essentially like the tap and hold to delete apps function where each app displays the close button.
As always with OS betas, these features may or may note make it into the final release.