This is Semi-associated with Wordpress, but has programs elsewhere. Essentially, I am attempting to make it then when someone exits from a Thickbox, it triggers a celebration elsewhere around the page. Editting the Thickbox file is not a choice.

I think you are able to hack that by binding a click handler towards the close button:

$("#TB_closeWindowButton").click(function() {
    doSomething();
});

For those who have an option, eliminate thickbox (because it is no more maintained) and employ something having a more active community. The thickbox site, actually, proposes some alternatives.

It's a little complicated since Thickbox is not written this way. But maybe you should use some methods to get it done.

It isn't the suggested solution however, you can "rewrite" the close function. Something similar to:

var old_tb_remove = window.tb_remove;

var tb_remove = function() {
    old_tb_remove(); // calls the tb_remove() of the Thickbox plugin
    alert('ohai');
};

Works o/ http://jsfiddle.net/8q2JK/1/