I'm almost certain that will be impossible.
Just think about it. Especially for games, they write stuff to the graphics card, program pixel shaders on the graphics card, etc...
When a window is opened, a HWND is given to the window. The application knows this HWND, but when you restart the applicatio, this HWND is completely different, so the app won't work correctly. You can't force Windows to create a window with a given HWND. The same holds for other handles, like files etc