In Eclipse we are using Mylyn to have an overview of our Trac Tickets. A nice feature is the Context attached to a Ticket. For example it remembers the classes you worked on when that ticket was active. If you open that ticket a month later, then Mylyn opens all the classes.
Is there something similar in Visual Studio?
Visual Studio saves the files you have open to the project settings when you close the project/solution. The next time you open it, these will be open per default. VS does not contain the exact behaviour you describe, but you could search for a plugin that'll do this for you, or write it yourself.