Quit[ ] terminates a Mathematica session.
All definitions that you have not explicitly saved in files are lost when the Mathematica session terminates.
Before terminating a session, Mathematica executes any delayed value that has been assigned to the global variable $Epilog. Conventionally, this attempts to read in a file end.m of commands to be executed before termination.
On most computer systems, Quit[n] terminates Mathematica, passing the integer n as an exit code to the operating system.
Exit is a synonym for Quit.
See The Mathematica Book: Section 1.0.2, Section 2.13.1 and Section A.7.5.
See also: Return, $IgnoreEOF.