You can completely wipe out a buffer using the :bwipeout (or :bw) command. This completely removes the buffer from memory, including any marks, option settings, etc. that you have added to it. Similarly, :bdelete (or :bd) removes the buffer, but leaves it in memory and keeps marks and option settings.
As per the comment by Tom Hale, the Vim documentation recommends using :bd over :bw unless you know what you are doing. I tend to use :bw because like the idea of completely removing the buffer from memory, and I don't make much use of marks, buffer-specific option settings, etc, to the point of needing them to remain after closing my buffer.
Like the :quit (:q) command, Vim will give an error if the buffer has changed. To address this, you can append an exclamation point after the command to suppress the prompt. Another option, instead of adding exclamation points to everything, is to add "set confirm" to your vimrc. With this set, vim will prompt you to save file changes on close.
:bufdo is a useful command that performs another command on all active buffers. Combining the :bufdo command with the :bw/:bd command lets you remove all active buffers at once. You can still use the exclamation point to suppress errors, but whether you place it after :bufdo, after :bw, or after both causes different results for each:
:bd - deletes the current buffer, error if there are unwritten changes
:bd! - deletes the current buffer, no error if unwritten changes
:bufdo bd - deletes all buffers, stops at first error (unwritten changes)
:bufdo! bd - deletes all buffers except those with unwritten changes
:bufdo! bd! - deletes all buffers, no error on any unwritten changes
:bw - completely deletes the current buffer, error if there are unwritten changes
:bw! - completely deletes the current buffer, no error if unwritten changes
:bufdo bw - completely deletes all buffers, stops at first error (unwritten changes)
:bufdo! bw - completely deletes all buffers except those with unwritten changes
:bufdo! bw! - completely deletes all buffers, no error on any unwritten changes
:set confirm - confirm changes (Yes, No, Cancel) instead of error
Here are a few other useful buffer commands:
:ls - list open buffers
:b N - open buffer number N (as shown in ls)
:tabe +Nbuf - open buffer number N in new tab
:bnext - go to the next buffer (:bn also)
:bprevious - go to the previous buffer (:bp also)
There is a lot more to buffer handling that is out of the scope of this question. Have a look at:
http://vim.wikia.com/wiki/Vim_buffer_FAQ
http://vimdoc.sourceforge.net/htmldoc/windows.html#buffers