I'm not sure if this is the best solution, but I would go for a pub / sub-template, so you should do something similar in your fancybox.
$(".fancybox").fancybox( { onClose:function(){ $(window).trigger('fancyboxClosed'); } });
Then, somewhere in your code:
$(window).on('fancyboxClosed', function(){
I don’t know much about your goal, but I mean that you can always pass a named function instead of an anonymous one, so you always run the same function.
The above example should be a way if you want to do different things depending on each fancybox.
In addition, you can attach an event to any object that you want. Just use the window for convenience.
Edit
You can also edit your fancybox source for this (edit for 1.3.4), just add $(window).trigger('fancyboxClosed');
to line 953.
source share