Meaning: narrow escape.

Example:
Jack managed to jump from 7th floor of the World Trade Center in time after Hijacked plane hits but it was a real close shave.

Meaning: make people worried or frightened by being too close.

Example:
The South-Hall Organisation will have to revise its policies, the latest survey results are too close for comfort.

Meaning: given two options when in fact there is only one choice. Often said to be the same as "take it or leave it".

Example:
1.- This is the dirtiest hotel that I have ever slept in! It is this room or out on the street, it's Hobson's choice.
2.- If you want to wear a red dress to the dance it's Hobson's choice. There is only one left. You should have come earlier.