from Tkinter import *
root=Tk()

def p(event):
    print 'exit'

root.bind('<Destroy>',p)

from Tkinter import *
def myf():
  pass

root = Tk()
root.protocol('WM_DELETE_WINDOW', myf)
root.mainloop()

import atexit
def exit():
    print 'exit'
atexit.register(exit)