Closed source software is any type of software which is placed under a non-free license agreement. The phrase non-free in this context does not mean that the software is not free of charge, but that it is bound by license restrictions that contradict the open source definition. Examples of closed source software include Microsoft Windows and Adobe Photoshop.
Even for closed source software, developers sometimes provide the source code to their work. Examples of this include Microsoft's shared source initiative and the OpenGL Utility Kit (GLUT).