MonoBehaviour.OnDestroy()

Description

Destroying the attached Behaviour will result in the game or scene receiving OnDestroy.

OnDestroy occurs when a scene or game ends. Stopping the Play mode when running from inside the Editor will end the application. As this end happens an OnDestroy will be executed. Also, if a scene is closed and a new scene is loaded the OnDestroy call will be made.
When built as a standalone application OnDestroy calls are made when scenes end. A scene ending typically means a new scene is loaded.

Note: OnDestroy will only be called on game objects that have previously been active.

In the following scripts the behaviour of OnDestroy is shown. When running inside ExampleClass1 a button is available. Using this button calls OnDestroy and then switches to ExampleClass2. Once ExampleClass2 is active OnDestroy will be used when the application is closed. If ExampleClass1 quits by closing the application it will call OnDestroy. (In the build and run of the application the console displays the text output to the Player Log.)

#pragma strict
public class ExampleClass1 extends MonoBehaviour {
	private var timePass: float = 0.0f;
	private var updateCount: int = 0;
	function Start() {
		Debug.Log("Start1");
	}
	// code that generates a message every second
	function Update() {
		timePass += Time.deltaTime;
		if (timePass > 1.0f) {
			timePass = 0.0f;
			Debug.Log("Update1: " + updateCount);
			updateCount = updateCount + 1;
		}
	}
	function OnGUI() {
		if (GUI.Button(new Rect(10, 10, 250, 60), "Change to scene2")) {
			Debug.Log("Exit1");
			SceneManager.LoadScene(1);
		}
	}
	// generate a message before the Start() function
	function OnEnable() {
		Debug.Log("OnEnable1");
	}
	// or switched to ExampleClass2
	function OnDestroy() {
		Debug.Log("OnDestroy1");
	}
}

using UnityEngine;
using UnityEngine.UI;
using UnityEngine.SceneManagement;

public class ExampleClass1 : MonoBehaviour
{
    private float timePass = 0.0f;
    private int updateCount = 0;

    void Start()
    {
        Debug.Log("Start1");
    }

    // code that generates a message every second
    void Update()
    {
        timePass += Time.deltaTime;

        if (timePass > 1.0f)
        {
            timePass = 0.0f;
            Debug.Log("Update1: " + updateCount);
            updateCount = updateCount + 1;
        }
    }

    void OnGUI()
    {
        if (GUI.Button(new Rect(10, 10, 250, 60), "Change to scene2"))
        {
            Debug.Log("Exit1");
            SceneManager.LoadScene(1);
        }
    }

    // generate a message before the Start() function
    void OnEnable()
    {
        Debug.Log("OnEnable1");
    }

    // generate a message when the game shuts down
    // or switched to ExampleClass2
    void OnDestroy()
    {
        Debug.Log("OnDestroy1");
    }
}

ExampleClass2:

#pragma strict
public class ExampleClass2 extends MonoBehaviour {
	function Start() {
		Debug.Log("Start2");
	}
	function OnEnable() {
		Debug.Log("OnEnable2");
	}
	// generate a message when the game shuts down
	function OnDestroy() {
		Debug.Log("OnDestroy2");
	}
}

using UnityEngine;
using UnityEngine.UI;

public class ExampleClass2 : MonoBehaviour
{
    void Start()
    {
        Debug.Log("Start2");
    }

    void OnEnable()
    {
        Debug.Log("OnEnable2");
    }

    // generate a message when the game shuts down
    void OnDestroy()
    {
        Debug.Log("OnDestroy2");
    }
}

OnDestroy cannot be a co-routine.