Titles that restrict the use of Alt+F4
WTF! It's just as frustrating as not having Alt+Enter to switch to full screen.
It's a known trick to exit Dark Souls 2 using ALT-F4. It also works well for quitting the game.
Skyrim has a mod available for it.
Tribes: Ascend... Just let me quit!
Discussing League of Legends
there is a game, (i think arma 3?) that wont let you do it ingame, but itll let you on the Esc menu, because its a posible key combination ingame.
I've never tried a game where pressing Alt+F4 fixed the issue.
You might simply launch the console and check it there...