In Linux there is an option to save the currently opened windows such that when you shutdown and boot later, these applications are there the way you left them. It is similar to Hibernate in Windows.
Is there something similar in Mac OS X?
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I think you can use Relaunch application for this purpose:
Relaunch saves you time by taking Snapshots of which applications you are using, and starts them back up for you. Think of it as a launcher on steroids that lets you switch between work contexts with one click.
you can take a snapshot before restart your system and after that double click on the snapshot you created then it restored all your files and application you worked on.