I wish a message box to appear before closing an Excel Workbook,
however I have tried (in the "THIS WORKBOOK" object:

Private Sub Workbook_BeforeClose()

MsgBox "This document is now CLOSING."

End Sub

And also:

Workbook_Close

Auto_Close, none of which appear to work.

Any ideas?

Thanks

Ian M

Works fine for me
With new WorkBook and Worksheet events you need to do a Save and Close for the first time before code is activated.