Ctrl + Alt + Left
or
Ctrl + E (Recent Files pop-up).
Also check: Ctrl + Shift + E (Recent Edited Files pop-up).
For Mac users, replace Ctrl with command
Update In v12.0 it's Alt + shift +left instead of Alt + Ctrl + left
Update 2 In v14.1 (and possibly earlier) it's ctrl + [
Update 3 IntelliJ IDEA 2016.3 Ctrl + Alt + left
