This is for Blender 2.65 and 2.65a.

When "Render Display" is set to "New Window":

While the rendering is still in progress, I cancel it by closing the render window.

On the Mac menu bar at the top, I click on "Window".

http://i36.photobucket.com/albums/e1/Skyfox01/Screenshot2012-12-20at30258PM_zps8ecbc4d2.png

I see a "Blender Render" window there. It's invisible until I actually select it from the "Window" menu. If you cancel out several renders (very common), the number of hidden windows increases.

This does not occur in Blender 2.64. I have been experiencing noticeable UI lag in Blender 2.65 (even on simple scenes) that was not present in 2.64. I'm wondering if these "hidden" windows might be partially responsible.

System Specs:
Mac OSX 10.6.8
Macbook Pro 3,1 (2.4GHz Intel Core 2 Duo)
Memory: 2GB DDR2 SDRAM
Graphics Card: GeForce 8600M GT