A finite permutation group [Formula: see text] is called [Formula: see text]-closed if [Formula: see text] is the largest subgroup of [Formula: see text] which leaves invariant each of the [Formula: see text]-orbits for the induced action on [Formula: see text]. Introduced by Wielandt in 1969, the concept of [Formula: see text]-closure has developed as one of the most useful approaches for studying relations on a finite set invariant under a group of permutations of the set; in particular for studying automorphism groups of graphs and digraphs. The concept of total [Formula: see text]-closure switches attention from a particular group action, and is a property intrinsic to the group: a finite group [Formula: see text] is said to be totally [Formula: see text]-closed if [Formula: see text] is [Formula: see text]-closed in each of its faithful permutation representations. There are infinitely many finite soluble totally [Formula: see text]-closed groups, and these have been completely characterized, but up to now no insoluble examples were known. It turns out, somewhat surprisingly to us, that there are exactly [Formula: see text] totally [Formula: see text]-closed finite nonabelian simple groups: the Janko groups [Formula: see text], [Formula: see text] and [Formula: see text], together with [Formula: see text], [Formula: see text] and the Monster [Formula: see text]. Moreover, if a finite totally [Formula: see text]-closed group has no nontrivial abelian normal subgroup, then we show that it is a direct product of some (but not all) of these simple groups, and there are precisely [Formula: see text] examples. In the course of obtaining this classification, we develop a general framework for studying [Formula: see text]-closures of transitive permutation groups, which we hope will prove useful for investigating representations of finite groups as automorphism groups of graphs and digraphs, and in particular for attacking the long-standing polycirculant conjecture. In this direction, we apply our results, proving a dual to a 1939 theorem of Frucht from Algebraic Graph Theory. We also pose several open questions concerning closures of permutation groups.