Answering my own question - You can detect close of client connection by doing:

http.createServer(function(request, response) {    
    request.connection.addListener('close', function () {
        // callback is fired when connection closed (e.g. closing the browser)
    });
}

Take a look at Socket.io. It supports the following transports with fallbacks in this order:

1. WebSocket
2. Adobe Flash Socket
3. AJAX long polling
4. AJAX multipart streaming
5. Forever Iframe
6. JSONP Polling

The benefit is you'll be able to handle a lot more concurrent connections than long polling alone. In addition you'll get a rich set of features like heartbeats and disconnects.

io.sockets.on('connection', function (socket) {

  // ... other socket handlers here ...

  socket.on('disconnect', function () {
    // do something to handle the disconnect
  });
});