See the replies in this thread before using.
Another day another plugin: https://gist.github.com/1028532
The inspiration for this one comes from E. In E, I could open a tab, jot some notes down and never save the tab. If I closed the editor and opened it again, E would also that tab I never saved. It was awesome and I missed that feature in sublime.
So, this plugin periodically saves any tab that has never been saved to the filesystem, to the Packages/User/UntitledFiles directory. When you reopen sublime, it opens a new tab for each of them and fills in the content.