[ecfisa]

Hola Lenny.

Una forma puede ser:

MDIForm:

Código Delphi [-]
...
type
  TfrMDIForm = class(TForm) 
  ...
  public
    CloseChild(AName: string);
  end;
....
implementation

uses Unit2, Unit3; // Units de frMDIChild1 y frMDIChild2

procedure TfrMDIForm.CloseChild(AName: string);
var
  i: Integer;
begin
  for i:= MDIChildCount-1 downto 0 do
    if MDIChildren[i].Name = AName then
      MDIChildren[i].Close;
end;
...

MDIChild:

Código Delphi [-]
...
implementation

uses Unit1;// unit de TfrMDIForm

...
procedure TfrMDIChild2.FormClose(Sender: TObject;
  var Action: TCloseAction);
begin
  frMDIForm.CloseChild('frMDIChild1'); // Nombre del Child a cerrar
  Action:= caFree;
end;

Saludos.