Are you in the web browser, or are you talking about Lollipop and the open apps? Browser is possible, the open apps I believe its meant to be that way. Of course Samsung had to remove the swipe to close feature and put a stupid X in the top right corner.
If you don't see the tabs in the chrome app then go to settings and switch "merge tabs & apps" off.
To close all the tabs in chrome tap on the little square with a number (top right) and then tap on the three dots. Close all tabs from that menu.
There's no way to close all the "recent apps" in the Lollipop overview. Even after rebooting your phone they'll be there. It doesn't necessarily means that they are open.