Accidentally I opened many tabs at once when I tried to replace some words on Sublime Text. Then I realised there was no way to close all tabs without saving.
I was considering to switch back to TextMate due to this seriously but somehow I fixed the situation and now I can keep working on Sublime.
In case if you face this situation, it’s better to save files first. Once if you save all files, you can close all tabs. Then you can roll back the changes if the files are under git control.