Can I see Historical Queries run on a SQL Server database?
Similar Grant Fritchey had the issue where he had closed SSMS and lost the query he had been working on...blogged about here:
Oh **********!

EDIT

To make this a bit more detail of an answer, the referenced linked above Grant provides a query to simply go to the cache on the instance to pull out the query you had just executed (or atleast attempt to):

SELECT  dest.text
FROM    sys.dm_exec_query_stats AS deqs
        CROSS APPLY sys.dm_exec_sql_text(deqs.sql_handle) AS dest
WHERE   deqs.last_execution_time &gt; '5/19/2011 11:00'
        AND dest.text LIKE 'WITH%';


A few more options that were noted in the comments of Grant's blog:


Jamie Thomson points where SSMS actually has a "recovery" area under your Windows profile, similar to Word or Excel recovery.
Another individual notes in comments about the SSMS Tools Pack, but this add-on is only free for SQL Server 2008. Starting with SQL Server 2012 it is paid only, but has many features you might find useful.